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Further Results for General Financial Equilibrium Problems via Variational Inequalities

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DOI: 10.4236/jmf.2013.31003    4,229 Downloads   6,860 Views   Citations

ABSTRACT

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.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

A. Barbagallo, P. Daniele, M. Lorino, A. Maugeri and C. Mirabella, "Further Results for General Financial Equilibrium Problems via Variational Inequalities," Journal of Mathematical Finance, Vol. 3 No. 1, 2013, pp. 33-52. doi: 10.4236/jmf.2013.31003.

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