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
Book title:
Variational Analysis and Applications
Published in: