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- W2311338722 abstract "We introduce and study a class of over-the-counter market models specified by systems of Ordinary Differential Equations (ODE’s), in the spirit of Duffie-Gârleanu-Pedersen Duffie et al. (Econometrica 73(1):1815–1847, 2005). The key innovation is allowing for multiple assets. We show the existence and uniqueness of a steady state for these ODE’s." @default.
- W2311338722 created "2016-06-24" @default.
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- W2311338722 date "2016-03-17" @default.
- W2311338722 modified "2023-09-24" @default.
- W2311338722 title "Existence and uniqueness of a steady state for an OTC market with several assets" @default.
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- W2311338722 doi "https://doi.org/10.1007/s11579-016-0167-7" @default.
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