文章基本信息

标题：Further Results for General Financial Equilibrium Problems via Variational Inequalities
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作者：Annamaria Barbagallo ; Patrizia Daniele ; Mariagrazia Lorino 等
期刊名称：Journal of Mathematical Finance
印刷版ISSN：2162-2434
电子版ISSN：2162-2442
出版年度：2013
卷号：3
期号：1
页码：33-52
DOI：10.4236/jmf.2013.31003
出版社：Scientific Research Publishing
摘要：This paper is the sequel of the previous papers [1] and [2]. More precisely, we study the regularity of the solutions of the evolutionary variational inequality governing the general financial evolutionary problem. Specifically we obtain that such a solution is continuous and Lipschitz continuous with respect to time and we illustrate the achieved result through numerical examples. Moreover the numerical examples enables us to understand the behaviour of the financial equilibrium and the impact of the components of the model on the financial equilibrium.
关键词：Financial Problem; Equilibrium Condition; Variational Inequality Formulation; Lagrange Variables; Deficit Formula; Balance Law; Liability Formula; Continuity; Lipschitz Continuity