STOCHASTIC CLEAN EXCHANGE PROBLEM AND ACTUALLY INFINITELY LOW PRICES

PII
S042473880000616-6-1
DOI
10.31857/S0000616-6-1
Publication type
Article
Status
Published
Authors
Volume/ Edition
Volume / Issue №2
Pages
68-82
Abstract
Stochastic dynamic ideal exchange model with incomplete markets is considered. It is shown that at the certain realizations of an equilibrium trajectory and at a certain moment a full depreciation of monetary savings (default) occurs.
Keywords
Date of publication
01.04.2008
Number of purchasers
2
Views
915

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