%0 Journal Article
%T Existence of Steady States for Over-the-Counter Market Models with Several Assets
%A Alain Belanger
%A Gaston Giroux
%A Ndoune Ndoune
%J Quantitative Finance
%D 2014
%I arXiv
%X We introduce and study three classes of over-the-counter markets specified by systems of Ordinary Differential Equations (ODE's), in the spirit of Duffie-G\^{a}rleanu-Pedersen, Over-the-Counter markets, Econometrica, 73 (2005). The key innovation is allowing for multiple assets. We compute the steady states for these ODE's.
%U http://arxiv.org/abs/1411.7991v1