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; Pia, S. - 79:(2005), pp. 477-496. [10.1007/0-387-24276-7_30]
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.File in questo prodotto:
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