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STOCHASTIC CLEAN EXCHANGE PROBLEM AND ACTUALLY INFINITELY LOW PRICES
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STOCHASTIC CLEAN EXCHANGE PROBLEM AND ACTUALLY INFINITELY LOW PRICES
Annotation
PII
S042473880000616-6-1
Publication type
Article
Status
Published
Authors
Michael Andreev  Igor' Pospelov
Edition
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.
Date of publication
01.04.2008
Number of purchasers
2
Views
877
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0.0 (0 votes)
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Ashmanov S.A. (1984): Vvedenie v matematicheskuyu ehkonomiku. M.: Nauka.
 Danilov V.I., Sotskov A.I. (1985): Chistyj obmen pri menovykh stoimostyakh. Problema ravnovesiya i prinyatiya ehkonomicheskikh reshenij. M.: TsEhMI AN SSSR.
 Nikajdo Kh. (1972): Vypuklye struktury i matematicheskaya ehkonomika. M.: Mir.
 Pospelov I.G., Pospelova I.I., Khokhlov M.A., Shipulina G.E. (2006): Novye printsipy i metody razrabotki makromodelej ehkonomiki i model' sovremennoj ehkonomiki Rossii. M.: VTs RAN.
 Danilov V.I., Sotskov A.I. (1990): A Generalized Economic Equilibrium // J. of Math. Econ. V. 19. Issue 3.
 Magil M., Shafer W. (1991): Handbook of Mathematical Economics. V. IV. Chap. 30: Incomplete markets. Amsterdam: NorthHolland.
 Prescott E., Shell K. (2002): Introduction to Sunspot and Lotteries // J. of Econ. Theory. V. 107. Issue 1.

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