Finding Equilibrium in a Financial Model by Solving a Variational Inequality Problem

DOI10.1007/978-3-319-18161-5_24MaRDI QIDQ5356992zbMATH OpenOpenAlexFDO

Authors Nataliya I. Kalashnykova, Felipe J. Castillo-Pérez, Vyacheslav V. Kalashnikov

Publication date 12 September 2017

Published in Advances in Intelligent Systems and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-18161-5_24

zbMATH Keywords

consistent conjecturesfinancial modelsconsistent equilibrium

Mathematics Subject Classification ID

Noncooperative games (91A10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) General equilibrium theory (91B50) Special types of economic markets (including Cournot, Bertrand) (91B54)

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Cites work

• Complementarity, equilibrium, efficiency and economics
• Engineering and Economic Applications of Complementarity Problems
• Games with linear conjectures about system parameters
• Mixed oligopoly with consistent conjectures
• Structure of demand and consistent conjectural variations equilibrium (CCVE) in a mixed oligopoly model

Cited in

(11)

• Even in simple economic systems, equilibrium can be non-unique: an example
• Consistent conjectural variations equlibrium in an optimal portfolio model
• Functional inequalities, regularity and computation of the deficit and surplus variables in the financial equilibrium problem
• A variational problem arising in financial economics
• A simple equation solver and its application to financial modelling
• Consistent conjectural variations equilibrium for a financial model
• General financial equilibrium with policy interventions: a variational inequality approach
• Variational inequalities in the analysis and computation of multi-sector, multi-instrument financial equilibria
• Finance and variational inequalities
• Using spectral element method to solve variational inequalities with applications in finance
• A variational approach to the financial problem with insolvencies and analysis of the contagion

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