3 citations · 3 across the 3 of their papers we have counts for
3 papers
Dark Markets with Multiple Assets: Segmentation, Asymptotic Stability, and Equilibrium Prices
Alain Bélanger, Ndouné Ndouné, Roland Pongou
We study a generalization of the model of a dark market due to Duffie-Gârleanu- Pedersen [6]. Our market is segmented and involves multiple assets. We show that this market has a u…
Some new results on Dufffie-type OTC markets
Alain Bélanger, Gaston Giroux, Ndouné Ndouné
The extended Wild sums considered in this article generalize the classi- cal Wild sums of statistical physics. We first show how to obtain explicit solutions for the evolution equa…
Over-the-counter market models with several assets
Alain Bélanger, Gaston Giroux, Miguel Moisan-Poisson
We study two classes of over-the-counter markets specified by systems of ODE's, in the spirit of Duffie-Garleanu-Pedersen, Econometrica, 2005. We first compute the steady states fo…