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. :  04200800023/0039
:  23
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:  2008
:   .. / . 23. .: , 2008. .110-125.
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(.):  competitive equilibrium, hierarchical games, financial markets
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(.):  COMPETITIVE EQUILIBRIUM IN THE FINANCIAL MARKET
Mikhail Gorelov, Computer Center of RAS, Moscow, Cand.Sc., (griefer@ccas.ru).
Abstract: A model of prices forming in the financial market under the circumstances of lack of coincidence of expectations of trade participants is suggested. The existence of prices which balance the demand and supply is proved. The method of numerical search of such prices is proposed. It is shown that the model permits aggregating with preserving of its structure.

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