Competitive financial equilibrium problems with policy interventions
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Publication:1780344
DOI10.3934/jimo.2005.1.39zbMath1140.91382MaRDI 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
variational inequality formulation; multi-sector multi-instrument financial equilibrium problem; time dependent requirements
90C47: Minimax problems in mathematical programming
91G45: Financial networks (including contagion, systemic risk, regulation)
91G15: Financial markets
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