Network modeling of international financialequilibria with hedging

Explore this paper's citation graph

Summary

An international financial equilibrium model with hedging in the form of futures and options contracts is developed, which establishes the network structure of the individual sectors' optimization problems out of equilibrium and resolves the variational inequality problem into networksub problems with special structure.

Type
article
Published
1998-08-01
Cited by
2
References
16

Keywords

Variational inequality, Theory of computation, Convergence (economics), Futures contract, Mathematical optimization

References

Cited by

Related papers