Variational inequalities for international general financial equilibrium modeling and computation
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Publication:1362217
DOI10.1016/S0895-7177(96)00183-5zbMath0881.90014MaRDI QIDQ1362217
Publication date: 3 August 1997
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
variational inequalityportfolio optimizationimperfect marketscompetitive general international financial equilibrium
Methods involving semicontinuity and convergence; relaxation (49J45) Financial applications of other theories (91G80) General equilibrium theory (91B50) Portfolio theory (91G10)
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Cites Work
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- Variational inequalities in the analysis and computation of multi-sector, multi-instrument financial equilibria
- Variational inequalities for international general financial equilibrium modeling and computation
- General financial equilibrium modeling with policy interventions and transaction costs
- Network economics: a variational inequality approach
- Formulation and computation of general financial equilibrium
- Portfolio Selection with Transaction Costs
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