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20132018
most citedCluster algebras arising from the infinity-gon

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econ.GN2018

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…