A Variational Approach to the Financial Problem with Insolvencies and Analysis of the Contagion

DOI10.1007/978-3-030-31339-5_2zbMath1443.91317OpenAlexW3082640106MaRDI QIDQ3295023

Antonino Maugeri, Giorgia Cappello, Sofia Giuffrè, Patrizia Daniele

Publication date: 30 June 2020

Published in: Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-31339-5_2

zbMATH Keywords

variational inequalitycontagioninsolvencies

Mathematics Subject Classification ID

Variational inequalities (49J40) Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A new approach to solve convex infinite-dimensional bilevel problems: application to the pollution emission price problem
• Functional inequalities, regularity and computation of the deficit and surplus variables in the financial equilibrium problem
• Duality theory and applications to unilateral problems
• The financial equilibrium problem with a Markowitz-type memory term and adaptive constraints
• Random variational inequalities and the random traffic equilibrium problem
• Revisiting some duality theorems via the quasirelative interior in convex optimization
• Remarks on infinite dimensional duality
• Generalized constraints qualification conditions and infinite dimensional duality
• Duality theory and optimality conditions for generalized complementarity problems
• Generalizations of Slater's constraint qualification for infinite convex programs
• Nonlinear duality in Banach spaces and applications to finance and elasticity
• A network model for minimizing the total organ transplant costs
• Competitive financial equilibrium problems with policy interventions
• Lagrange multipliers in elastic-plastic torsion problem for nonlinear monotone operators
• A measure-type Lagrange multiplier for the elastic-plastic torsion
• General infinite dimensional duality and applications to evolutionary network equilibrium problems
• Infinite dimensional duality and applications
• Strong solvability of boundary value contact problems
• Variational approach for a general financial equilibrium problem: the deficit formula, the balance law and the liability formula. A path to the economy recovery
• New results on infinite dimensional duality in elastic-plastic torsion
• Formulation and computation of general financial equilibrium
• Cybersecurity investments with nonlinear budget constraints and conservation laws: variational equilibrium, marginal expected utilities, and Lagrange multipliers
• Functional Inequalities and Analysis of Contagion in the Financial Networks

This page was built for publication: A Variational Approach to the Financial Problem with Insolvencies and Analysis of the Contagion