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631 Publikationen

2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2932994
Dianetti, Jodi, and Ferrari, Giorgio. Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 605.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934230
Denk, Robert, Kupper, Michael, and Nendel, Max. A Semigroup Approach to Nonlinear Lévy Processes. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 610.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933360
Callegaro, Giorgia, Ceci, Claudia, and Ferrari, Giorgio. Optimal Reduction of Public Debt under Partial Observation of the Economic Growth. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 608.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933748
Obradovic, Lazar. Locally Constant Model Uncertainty Risk Measure. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 609.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813
Ferrari, Giorgio, and Rodosthenous, Neofytos. Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy. Aktual. Version Februar 2019. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 589.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937258
Denk, Robert, Kupper, Michael, and Nendel, Max. Convex Semigroups on Banach Lattices. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 622.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937261
Nendel, Max. A Note on Stochastic Dominance and Compactness. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 623.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840
Hölzermann, Julian, and Lin, Qian. Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion . Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 613.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935705
Koch, Torben. Universal Bounds and Monotonicity Properties of Ratios of Hermite and Parabolic Cylinder Functions. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 615.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374
Federico, Salvatore, Ferrari, Giorgio, Riedel, Frank, and Röckner, Michael. On a Class of Infinite-Dimensional Singular Stochastic Control Problems. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 614.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934489
Pahlke, Marieke. A Note on Dynamic Consistency in Ambiguous Persuasion. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 611.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934575
Alaverdyan, Sevak, and Zaharieva, Anna. Immigration, Social Networks and Occupational Mismatch. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 612.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936652
Aslan, Fatma, Duman, Papatya, and Trockel, Walter. Duality for General TU-games Redefined. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 620.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936699
Dianetti, Jodi, Ferrari, Giorgio, Fischer, Markus, and Nendel, Max. Submodular Mean Field Games. Existence and Approximation of Solutions. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 621.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637
Federico, Salvatore, Ferrari, Giorgio, and Schuhmann, Patrick. A Model for the Optimal Management of Inflation. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 624.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937756
Piccirilli, Marco, Schmeck, Maren Diane, and Vargiolu, Tiziano. Capturing the power options smile by an additive two-factor model for overlapping futures prices. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 625.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935798
Schmeck, Maren Diane, and Schmidli, Hanspeter. Mortality Options: the Point of View of an Insurer. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 616.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935975
Böhm, Volker. Stable Balanced Expansion in Homogeneous Dynamic Models. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 617.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936013
Nendel, Max, and Röckner, Michael. Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 618.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936061
Rubbenstroth, Bodo. Game Options under Knightian Uncertainty in Discrete Time. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 619.
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