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A. Barbagallo and M.-G. Cojocaru, “Dynamic Equilibrium Formulation of Oligopolistic Market Problem,” Mathematical and Computer Modelling, Vol. 49, No. 5-6, 2009, pp. 966-976. doi:10.1016/j.mcm.2008.02.003

has been cited by the following article:

• TITLE: Further Results for General Financial Equilibrium Problems via Variational Inequalities

  AUTHORS: Annamaria Barbagallo, Patrizia Daniele, Mariagrazia Lorino, Antonino Maugeri, Cristina Mirabella

  KEYWORDS: Financial Problem; Equilibrium Condition; Variational Inequality Formulation; Lagrange Variables; Deficit Formula; Balance Law; Liability Formula; Continuity; Lipschitz Continuity

  JOURNAL NAME: Journal of Mathematical Finance, Vol.3 No.1, February 26, 2013

  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.