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We show that a large effective number of commodities can be a source of equilibrium stability and uniqueness: expanding substitution opportunities strengthens aggregate substitution effects. We study finite dated-commodity exchange…

Theoretical Economics · Economics 2026-05-05 Xinyang Wang

This article reviews the recent advances in the uniqueness and multiplicity of competitive equilibria in models arising in mathematical economics, finance, macroeconomics, and trade.

Theoretical Economics · Economics 2024-06-28 Alexis Akira Toda , Kieran James Walsh

We study a discrete-time financial market with a single constrained trader, competitive market makers, and noise traders. Within the class of linear equilibria, the equilibrium structure is shown to be uniquely determined by two state…

Mathematical Finance · Quantitative Finance 2025-08-15 Heeyoung Kwon , Jin Hyuk Choi

We study equilibrium in hedonic markets, when consumers and suppliers have reservation utilities, and the utility functions are separable with respect to price. There is one indivisible good, which comes in different qualities; each…

Trading and Market Microstructure · Quantitative Finance 2008-12-02 Ivar Ekeland

We propose new results for the existence and uniqueness of a general nonparametric and nonseparable competitive equilibrium with substitutes. These results ensure the invertibility of a general competitive system. The existing literature…

General Economics · Economics 2023-09-21 Liang Chen , Eugene Choo , Alfred Galichon , Simon Weber

In this paper, we show that if every consumer in an economy has a quasi-linear utility function, then the normalized equilibrium price is unique, and is locally stable with respect to the t\^atonnement process. Our study can be seen as that…

Theoretical Economics · Economics 2024-04-22 Yuhki Hosoya

We study risk-sharing economies where heterogenous agents trade subject to quadratic transaction costs. The corresponding equilibrium asset prices and trading strategies are characterised by a system of nonlinear, fully-coupled…

Portfolio Management · Quantitative Finance 2020-10-01 Martin Herdegen , Johannes Muhle-Karbe , Dylan Possamaï

In this paper I discuss truthful equilibria in common agency models. Specifically, I provide general conditions under which truthful equilibria are plausible, easy to calculate and efficient. These conditions generalize similar results in…

Theoretical Economics · Economics 2020-08-03 Ilias Boultzis

This paper studies the equilibrium price of an asset that is traded in continuous time between N agents who have heterogeneous beliefs about the state process underlying the asset's payoff. We propose a tractable model where agents maximize…

Mathematical Finance · Quantitative Finance 2020-03-26 Johannes Muhle-Karbe , Marcel Nutz , Xiaowei Tan

This paper extends the unified network model, proposed by Acemoglu et al. (2016b), such that interaction functions can be heterogeneous, and the sensitivity matrix has less than or equal to one spectral radius. We show the existence and…

Theoretical Economics · Economics 2022-06-02 Chien-Hsiang Yeh

We present a macroeconomic agent-based model that combines several mechanisms operating at the same timescale, while remaining mathematically tractable. It comprises enterprises and workers who compete in a job market and a commodity goods…

General Finance · Quantitative Finance 2012-11-26 Cornelia Metzig , Mirta Gordon

We obtain an exact necessary and sufficient condition for the existence and uniqueness of equilibrium asset prices in infinite horizon, discrete-time, arbitrage free environments. Through several applications we show how the condition…

General Finance · Quantitative Finance 2021-03-01 Jaroslav Borovicka , John Stachurski

We study multidimensional mechanism design in a common scenario where players have private information about their willingness to pay and their ability to pay. We provide a complete characterization of dominant-strategy incentive-compatible…

Computer Science and Game Theory · Computer Science 2014-05-01 Ahuva Mualem

Choo-Siow (2006) proposed a model for the marriage market which allows for random identically distributed noise in the preferences of each of the participants. The randomness is McFadden-type, which permits an explicit resolution of the…

Optimization and Control · Mathematics 2011-09-06 Colin Decker , Elliott H. Lieb , Robert J. McCann , Benjamin K. Stephens

There has been much recent interest in two-sided markets and dynamics thereof. In a rather a general discrete-time feedback model, which we show conditions that assure that for each agent, there exists the limit of a long-run average…

Optimization and Control · Mathematics 2025-04-21 Wynita M. Griggs , Ramen Ghosh , Jakub Marecek , Robert N. Shorten

We have used agent-based modeling as our numerical method to artificially simulate a dynamic real economy where agents are rational maximizers of an objective function of Cobb-Douglas type. The economy is characterised by heterogeneous…

Theoretical Economics · Economics 2024-01-17 Subhamon Supantha , Naresh Kumar Sharma

This essay discusses the advantages of a probabilistic agent-based approach to questions in theoretical economics, from the nature of economic agents, to the nature of the equilibria supported by their interactions. One idea we propose is…

General Finance · Quantitative Finance 2013-11-05 Ted Theodosopoulos

The theorems we proved describe the structure of economic equilibrium in the exchange economy model. We have studied the structure of property vectors under given structure of demand vectors at which given price vector is equilibrium one.…

Economics · Quantitative Finance 2016-01-20 Nicholas S. Gonchar , Wolodymyr H. Kozyrski , Anatol S. Zhokhin

The use of equilibrium models in economics springs from the desire for parsimonious models of economic phenomena that take human reasoning into account. This approach has been the cornerstone of modern economic theory. We explain why this…

General Finance · Quantitative Finance 2008-12-02 J. Doyne Farmer , John Geanakoplos

We formulate an equilibrium model of intraday trading in electricity markets. Agents face balancing constraints between their customers consumption plus intraday sales and their production plus intraday purchases. They have continuously…

Computational Finance · Quantitative Finance 2020-10-20 René Aid , Andrea Cosso , Huyên Pham
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