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644 Publikationen

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

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