Skip to Main Content (Press Enter)

Logo UNIRC
  • ×
  • Home
  • Degrees
  • Courses
  • Jobs
  • People
  • Outputs
  • Organizations
  • Projects
  • Expertise & Skills

UNI-FIND
Logo UNIRC

|

UNI-FIND

unirc.it
  • ×
  • Home
  • Degrees
  • Courses
  • Jobs
  • People
  • Outputs
  • Organizations
  • Projects
  • Expertise & Skills
  1. Outputs

Variational Inequalities for time dependent financial equilibrium with price constraints

Chapter
Publication Date:
2005
Short description:
Variational Inequalities for time dependent financial equilibrium with price constraints / Giuffre', S., Pia, S.. - 79:(2005), pp. 477-496. [10.1007/0-387-24276-7_30]
abstract:
We study a financial evolutionary problem, when variance-covariance matrices, sector financial holding volumes, instrument prices are time-dependent. As in P.Daniele [1], but assuming the realistic condition of a lower constraint for the price of each instrument, we give the evolutionary financial equilibrium condition, prove an equivalent variational inequality formulation and an existence result.
Iris type:
2.1 Contributo in volume (Capitolo o Saggio)
List of contributors:
Giuffre', Sofia; Pia, S
Authors of the University:
GIUFFRE' Sofia
Handle:
https://iris.unirc.it/handle/20.500.12318/13235
Book title:
Variational Analysis and Applications
Published in:
NONCONVEX OPTIMIZATION AND ITS APPLICATIONS
Series
  • Use of cookies

Powered by VIVO | Designed by Cineca | 26.7.2.0