Finding Equilibrium in a Financial Model by Solving a Variational Inequality Problem
DOI10.1007/978-3-319-18161-5_24zbMATH Open1370.90272OpenAlexW2295011898MaRDI QIDQ5356992FDOQ5356992
Vyacheslav V. Kalashnikov, Nataliya I. Kalashnykova, Felipe J. Castillo-Pérez
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
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Cites Work
- Engineering and Economic Applications of Complementarity Problems
- Complementarity, equilibrium, efficiency and economics
- Structure of demand and consistent conjectural variations equilibrium (CCVE) in a mixed oligopoly model
- Mixed oligopoly with consistent conjectures
- Games with linear conjectures about system parameters
Cited In (8)
- Even in simple economic systems, equilibrium can be non-unique: an example
- 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
- Using spectral element method to solve variational inequalities with applications in finance
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