Display Abstract

Title General Financial Equilibrium Problem

Name Cristina Mirabella
Country Italy
Email crimira@hotmail.it
Co-Author(s) Barbagallo A. Daniele P., Lorino M., Maugeri A.
Submit Time 2013-12-05 06:18:19
Session
Special Session 51: Variational analysis and applications to equilibrium problems
Contents
We consider a general equilibrium model of financial flows and prices. The model is assumed evolving in time. Then equilibrium conditions are considered in dynamic sense. We present the governing variational inequality formulation and we study the dual Lagrange problem. From the Lagrange formulation we derive the Deficit Formula, Balance Law and Liability Formula which enable us to give some suggestion for the achievement of the world financial equilibrium. References - Barbagallo A. Daniele P., Lorino M., Maugeri A., Mirabella C., Further Results for General Financial Equilibrium Problems via Variational Inequalities, Journal of Mathematical Finance, 2013, 3, 33-52 - Barbagallo A. Daniele P., Lorino M., Maugeri A., Mirabella C., Recent results on a general financial equilibrium problem, AIP Conference Proceedings Volume 1558, 2013, Pages 1789-1792