Competitive financial equilibrium problems with policy interventions

DOI10.3934/JIMO.2005.1.39zbMath1140.91382OpenAlexW2312533974MaRDI QIDQ1780344

Sofia Giuffrè, Stéphane Pia, Patrizia Daniele

Publication date: 7 June 2005

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2005.1.39

zbMATH Keywords

variational inequality formulationmulti-sector multi-instrument financial equilibrium problemtime dependent requirements

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Financial networks (including contagion, systemic risk, regulation) (91G45) Financial markets (91G15)

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