Financial/Actuarial Mathematics Seminar

Oct 14, 2010 (Thursday, 3-4 p.m., 3088 EH)



Examples of incomplete-market equilibria in continuous time

Gordan Zitkovic

Department of Mathematics, University of Texas at Austin

Oct 14, 2010



Abstract

In addition to existence, the excess-demand approach allows us to establish uniqueness and provide efficient computational algorithms for various complete- and incomplete-market stochastic financial equilibria. A particular attention will be paid to the case when the agents exhibit constant absolute risk aversion and applications to nonlinear systems of BSDE will be discussed.


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