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researcher

A. B'elanger

3 papers hereh-index 14 citations3 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • econ.GN1
  • q-fin.CP1
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20132018
most citedOver-the-counter market models with several assets

3 citations · 3 across the 3 of their papers we have counts for

collaborators
Showing 2013Show all

1 paper · 1 filter

q-fin.CP2013★ 3 cited

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.