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644 Publikationen

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