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644 Publikationen

2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945081 OA
Nendel M, Schmeck MD, Riedel F. Decomposition of General Premium Principles into Risk and Deviation. Center for Mathematical Economics Working Papers. Vol 638 aktual. Version July 2020. Bielefeld: Center for Mathematical Economics; 2020.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943686 OA
Federico S, Ferrari G, Schuhmann P. Singular Control of the Drift of a Brownian System. Center for Mathematical Economics Working Papers. Vol 637. Bielefeld: Center for Mathematical Economics; 2020.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943684 OA
Bandini E, de Angelis T, Ferrari G, Gozzi F. Optimal Dividend Payout under Stochastic Discounting. Center for Mathematical Economics Working Papers. Vol 636. Bielefeld: Center for Mathematical Economics; 2020.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943344 OA
Böhm V. Stable Balanced Expansion in Homogeneous Dynamic Models. Center for Mathematical Economics Working Papers. Vol 617 Revised Version: May 12,2020. Bielefeld: Center for Mathematical Economics; 2020.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943342 OA
Kemper A, Schmeck MD, Khripunova Balci A. The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets. Center for Mathematical Economics Working Papers. Vol 635. Bielefeld: Center for Mathematical Economics; 2020.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2942252 OA
Ferrari G, Li H, Riedel F. A Knightian Irreversible Investment Problem. Center for Mathematical Economics Working Papers. Vol 634. Bielefeld: Center for Mathematical Economics; 2020.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941772 OA
Hölzermann J. Pricing Interest Rate Derivatives under Volatility Uncertainty. Center for Mathematical Economics Working Papers. Vol 633. Bielefeld: Center for Mathematical Economics; 2020.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941268 OA
Duman P, Trockel W. Nash Smoothing on the Test Bench: $H_{\alpha}$ -Essential Equilibria. Center for Mathematical Economics Working Papers. Vol 632. Bielefeld: Center for Mathematical Economics; 2020.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939976 OA
Orlova O. Personal preferences in networks. Center for Mathematical Economics Working Papers. Vol 631. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939974 OA
Banas L, Ferrari G, Randrianasolo TA. Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information. Center for Mathematical Economics Working Papers. Vol 630. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939557 OA
Rosenmüller J. Cephoids. Minkowski Sums of DeGua Simplices. Theory and Applications. Center for Mathematical Economics Working Papers. Vol 629. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939265 OA
Nendel M. On Nonlinear Expectations and Markov Chains under Model Uncertainty. Center for Mathematical Economics Working Papers. Vol 628. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2938811 OA
Koch T, Vargiolu T. Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem. Center for Mathematical Economics Working Papers. Vol 627. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2938204 OA
Barham V, Demeze-Jouatsa G-H, Pongou R. Did Partisan Voters Spoil the Country? A Randomized-thought Experiment. Center for Mathematical Economics Working Papers. Vol 626. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937756 OA
Piccirilli M, Schmeck MD, Vargiolu T. Capturing the power options smile by an additive two-factor model for overlapping futures prices. Center for Mathematical Economics Working Papers. Vol 625. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637 OA
Federico S, Ferrari G, Schuhmann P. A Model for the Optimal Management of Inflation. Center for Mathematical Economics Working Papers. Vol 624. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937261 OA
Nendel M. A Note on Stochastic Dominance and Compactness. Center for Mathematical Economics Working Papers. Vol 623. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937258 OA
Denk R, Kupper M, Nendel M. Convex Semigroups on Banach Lattices. Center for Mathematical Economics Working Papers. Vol 622. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936699 OA
Dianetti J, Ferrari G, Fischer M, Nendel M. Submodular Mean Field Games. Existence and Approximation of Solutions. Center for Mathematical Economics Working Papers. Vol 621. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936652 OA
Aslan F, Duman P, Trockel W. Duality for General TU-games Redefined. Center for Mathematical Economics Working Papers. Vol 620. Bielefeld: Center for Mathematical Economics; 2019.
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