Further Results for General Financial Equilibrium Problems via Variational Inequalities

Year
2013
Type(s)
Author(s)
A. Barbagallo, P. Daniele, M. Lorino, A. Maugeri, C. Mirabella
Source
Journal of Mathematical Finance, 3, 2013, 33-52.
Url
http://goo.gl/7SY8nH
BibTeX
BibTeX

This paper is the sequel of the previous papers [1] and [2]. More precisely, we study the regularity of the solutions of the evolutionary variational inequality governing the general financial evolutionary problem. Specifically we obtain that such a solution is continuous and Lipschitz continuous with respect to time and we illustrate the achieved result through numerical examples. Moreover the numerical examples enables us to understand the behaviour of the financial equilibrium and the impact of the components of the model on the financial equilibrium.

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