Network modeling of international financialequilibria with hedging
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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
- OpenAlex
- https://openalex.org/W78207510
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:3277087
Keywords
Variational inequality, Theory of computation, Convergence (economics), Futures contract, Mathematical optimization
References
- The extragradient method for finding saddle points and other problems
- Network Economics: A Variational Inequality Approach
- SOME NETWORK CHARACTERIZATIONS FOR MATHEMATICAL PROGRAMMING AND ACCOUNTING APPROACHES TO PLANNING AND CONTROL
- Formulation and computation of general financial equilibrium
- Variational inequalities in the analysis and computation of multi-sector, multi-instrument financial equilibria☆
- Generalized Networks, Generalized Upper Bounding and Decomposition of the Convex Simplex Method
- Maneuvering Liquid Assets in a Multi-National Company: Formulation and Deterministic Solution Procedures
- Solving stochastic programs with network recourse
- Spatial and temporal price and allocation models
- General financial equilibrium modeling with policy interventions and transaction costs
- Variational inequalities for international general financial equilibrium modeling and computation
- Graph Theoretic Approaches to Foreign Exchange Operations
- Dynamic multi‐sector, multi‐instrument financial networks with futures: Modeling and computation
- Spatial models of the Eurodollar market
- Global Portfolio Optimization
- Credit Networks
- Management Models and Industrial Applications of Linear Programming.
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