Esteban-Bravo, Mercedes2010-03-162010-05-242010-05-242008-03Journal of Economic Dynamics and Control, 2008, v. 32, n. 3, pp. 677-6940165-1889https://hdl.handle.net/10016/7357Computing equilibria in general equilibria models with incomplete asset (GEI) markets is technically difficult. The standard numerical methods for computing these equilibria are based on homotopy methods. Despite recent advances in computational economics, much more can be done to enlarge the catalog of techniques for computing GEI equilibria. This paper presents an interior-point algorithm that exploits the special structure of GEI markets. It is proved that, under mild conditions, the algorithm converges globally at a quadratic rate, rendering it particularly effective in solving large-scale GEI economies. To illustrate its performance, relevant examples of GEI markets are solvedtext/plainapplication/pdfeng©ElsevierGeneral equilibriumIncomplete marketsComputation of equilibriaInterior point methodsresearch articleC68C63Empresa10.1016/j.jedc.2007.02.008open access6773694Journal of Economic Dynamics and Control32