Competitive equilibrium on financial market

被引：0

作者：

Gorelov, M. A. ^{[1
]}

机构：

[1] Russian Acad Sci, Ctr Comp, Moscow, Russia

来源：

AUTOMATION AND REMOTE CONTROL | 2010年 / 71卷 / 06期

关键词：

SELECTION;

D O I：

10.1134/S0005117910060251

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Model of price formation on financial market is suggested, under noncoincident expectations of the bidders. The existence of prices that balance the demand and supply is proven. A numerical method to evaluate such prices is proposed. The model is shown to allow aggregation with conservation of the structure.

引用

页码：1247 / 1256

页数：10

共 11 条

[1]

Aliprantis C., 1990, Existence and optimality of competitive equilibria, DOI [10.1007/978-3-642-61521-4, DOI 10.1007/978-3-642-61521-4]

[2] EXISTENCE OF AN EQUILIBRIUM FOR A COMPETITIVE ECONOMY [J].