Search Results - subject:"Variational Inequality Formulation"

Friesz, Terry L.; Han, Ke - 2022

Introduction -- Mathematical Preliminaries -- The Variational Inequality Formulation of Dynamic User Equilibria -- The … Differential Variational Inequality Formulation of Dynamic User Equilibria -- Existence of Dynamic User Equilibria -- Algorithms …

Persistent link: https://www.econbiz.de/10014327464

New existence theorems for quasi-variational inequalities and applications to financial models

Ciarcià, Carla; Daniele, Patrizia - In: European journal of operational research : EJOR 251 (2016) 1, pp. 288-299

Persistent link: https://www.econbiz.de/10011446491

Variational approach for a general financial equilibrium problem : the deficit formula, the balance law and the liability formula ; a path to the economy recovery

Barbagallo, Annamaria; Daniele, Patrizia; Giuffrè, Sofia; … - In: European journal of operational research : EJOR 237 (2014) 1, pp. 231-244

Persistent link: https://www.econbiz.de/10010378615

Variational approach for a general financial equilibrium problem: The Deficit Formula, the Balance Law and the Liability Formula. A path to the economy recovery

Barbagallo, Annamaria; Daniele, Patrizia; Giuffrè, Sofia; … - In: European Journal of Operational Research 237 (2014) 1, pp. 231-244

Without using a technical language, but using the universal language of mathematics, we provide simple but significant laws, as Deficit Formula, Balance Law and Liability Formula, for the management of the world economy. Decisions, under these laws, for the recovery of the economy and for the...

Persistent link: https://www.econbiz.de/10011097844

Further results for general financial equilibrium problems via variational inequalities

Barbagallo, Annamaria; Daniele, Patrizia; Lorino, … - In: Journal of mathematical finance 3 (2013) 1, pp. 33-52

Persistent link: https://www.econbiz.de/10010240229

Alternative Characterizations of the European Continuous-Installment Option Valuation Problem

Roko, Ilir; Ciurlia, Pierangelo - Society for Computational Economics - SCE - 2005

integral expressions for both the initial premium and the optimal stopping boundary. Second, we use the variational inequality … formulation of the pricing problem for determining the initial value and the early stopping curve implicitly. To solve the system …

Persistent link: https://www.econbiz.de/10005343002