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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2009, Volume 49, Number 3, Pages 465–481 (Mi zvmmf23)  
This article is cited in 9 scientific papers (total in 9 papers)

Equilibrium model of a credit market: Statement of the problem and solution methods

A. S. Antipina, O. A. Popovab

a Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333, Russia
b Siberian State Automobile and Highway Academy, pr. Mira 5, Omsk, 644050, Russia
Full-text PDF (1805 kB) Citations (9)
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Abstract: An equilibrium model of a credit market is proposed and examined. The credit price or the interest rate in the model is determined by the consistent interaction of two macroscopic factors: supply and demand. Methods for computing an equilibrium interest rate are suggested. The methods are interpreted as market-balancing dynamics. The convergence of the methods is proved.
Key words: problem of credit market equilibrium, linear optimization problems, variational inequalities, saddle points, extraproximal method.
Received: 29.08.2008
English version:
Computational Mathematics and Mathematical Physics, 2009, Volume 49, Issue 3, Pages 450–465
DOI: https://doi.org/10.1134/S0965542509030075
Bibliographic databases:
Document Type: Article
UDC: 519.86
Language: Russian
Citation: A. S. Antipin, O. A. Popova, “Equilibrium model of a credit market: Statement of the problem and solution methods”, Zh. Vychisl. Mat. Mat. Fiz., 49:3 (2009), 465–481; Comput. Math. Math. Phys., 49:3 (2009), 450–465
Citation in format AMSBIB
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    • This publication is cited in the following 9 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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    References:73
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