Concepedia

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

Annamaria Barbagallo, Patrizia Daniele, Sofia Giuffré, Antonino Maugeri

European Journal of Operational Research · 2014 · 28 citations · 23 references

DOI

Concepts

References

23

Portfolio Selection: Efficient Diversification of Investments

Alan Stuart, Harry M. Markowitz · OR · 1959 · 5.6K citations

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Variational inequalities and the pricing of American options

Patrick Jaillet, Damien Lamberton, Bernard Lapeyre · Acta Applicandae Mathematicae · 1990 · 433 citations

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Infinite dimensional duality and applications

Patrizia Daniele, Sofia Giuffré, Giovanna Idone et al. · Mathematische Annalen · 2007 · 112 citations

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Dynamic Networks and Evolutionary Variational Inequalities

Patrizia Daniele · Edward Elgar Publishing eBooks · 2006 · 102 citations

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Convex programming, variational inequalities, and applications to the traffic equilibrium problem

Antonino Maugeri · Applied Mathematics & Optimization · 1987 · 77 citations

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