A variational inequality approach to financial valuation of retirement benefits based on salary.
Avner FriedmanWeixi ShenPublished in: Finance Stochastics (2002)
Keyphrases
- variational inequalities
- sensitivity analysis
- variational inequality problems
- complementarity problems
- hilbert spaces
- set valued
- nash equilibrium
- convex sets
- boundary conditions
- primal dual
- fixed point
- linear complementarity problem
- traffic assignment
- real option
- boundary value problem
- bayesian networks
- newton method
- learning algorithm
- lipschitz continuity
- nonlinear complementarity problem
- image processing