New existence theorems for quasi-variational inequalities and applications to financial models
DOI10.1016/j.ejor.2015.11.013zbMath1346.91269OpenAlexW2173344027MaRDI QIDQ322667
Patrizia Daniele, Carla Ciarcià
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.11.013
Variational inequalities (49J40) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Financial applications of other theories (91G80) Numerical methods for variational inequalities and related problems (65K15)
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