We study a financial evolutionary problem, when variance-covariance matrices, sector financial holding volumes, instrument prices are time-dependent. As in P.Daniele [1], but assuming the realistic condition of a lower constraint for the price of each instrument, we give the evolutionary financial equilibrium condition, prove an equivalent variational inequality formulation and an existence result.

Variational Inequalities for time dependent financial equilibrium with price constraints

GIUFFRE', Sofia;
2005-01-01

Abstract

We study a financial evolutionary problem, when variance-covariance matrices, sector financial holding volumes, instrument prices are time-dependent. As in P.Daniele [1], but assuming the realistic condition of a lower constraint for the price of each instrument, we give the evolutionary financial equilibrium condition, prove an equivalent variational inequality formulation and an existence result.
2005
978-0-387-24209-5
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.12318/13235
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