Please note that PUB no longer supports Internet Explorer versions 8 or 9 (or earlier).

We recommend upgrading to the latest Internet Explorer, Google Chrome, or Firefox.

644 Publikationen

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.
PUB | PDF
 
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.
PUB | PDF
 
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.
PUB | PDF
 
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.
PUB | PDF
 
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.
PUB | PDF
 
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.
PUB | PDF
 
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.
PUB | PDF
 
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.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934489 OA
Pahlke M. A Note on Dynamic Consistency in Ambiguous Persuasion. Center for Mathematical Economics Working Papers. Vol 611. Bielefeld: Center for Mathematical Economics; 2019.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934575 OA
Alaverdyan S, Zaharieva A. Immigration, Social Networks and Occupational Mismatch. Center for Mathematical Economics Working Papers. Vol 612. Bielefeld: Center for Mathematical Economics; 2019.
PUB | PDF | DOI
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934230 OA
Denk R, Kupper M, Nendel M. A Semigroup Approach to Nonlinear Lévy Processes. Center for Mathematical Economics Working Papers. Vol 610. Bielefeld: Center for Mathematical Economics; 2019.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2932994 OA
Dianetti J, Ferrari G. Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria. Center for Mathematical Economics Working Papers. Vol 605. Bielefeld: Center for Mathematical Economics; 2019.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933748 OA
Obradovic L. Locally Constant Model Uncertainty Risk Measure. Center for Mathematical Economics Working Papers. Vol 609. Bielefeld: Center for Mathematical Economics; 2019.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813 OA
Ferrari G, Rodosthenous N. Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy. Center for Mathematical Economics Working Papers. Vol 589 Aktual. Version Februar 2019. Bielefeld: Center for Mathematical Economics; 2019.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933360 OA
Callegaro G, Ceci C, Ferrari G. Optimal Reduction of Public Debt under Partial Observation of the Economic Growth. Center for Mathematical Economics Working Papers. Vol 608. Bielefeld: Center for Mathematical Economics; 2019.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935705 OA
Koch T. Universal Bounds and Monotonicity Properties of Ratios of Hermite and Parabolic Cylinder Functions. Center for Mathematical Economics Working Papers. Vol 615. Bielefeld: Center for Mathematical Economics; 2019.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935798 OA
Schmeck MD, Schmidli H. Mortality Options: the Point of View of an Insurer. Center for Mathematical Economics Working Papers. Vol 616. Bielefeld: Center for Mathematical Economics; 2019.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374 OA
Federico S, Ferrari G, Riedel F, Röckner M. On a Class of Infinite-Dimensional Singular Stochastic Control Problems. Center for Mathematical Economics Working Papers. Vol 614. Bielefeld: Center for Mathematical Economics; 2019.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936013 OA
Nendel M, Röckner M. Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems. Center for Mathematical Economics Working Papers. Vol 618. Bielefeld: Center for Mathematical Economics; 2019.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936061 OA
Rubbenstroth B. Game Options under Knightian Uncertainty in Discrete Time. Center for Mathematical Economics Working Papers. Vol 619. Bielefeld: Center for Mathematical Economics; 2019.
PUB | PDF
 
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.
PUB | PDF
 
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.
PUB | PDF
 
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.
PUB | PDF
 
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.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840 OA
Hölzermann J, Lin Q. Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion . Center for Mathematical Economics Working Papers. Vol 613. Bielefeld: Center for Mathematical Economics; 2019.
PUB | PDF
 
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.
PUB | PDF
 
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.
PUB | PDF
 
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.
PUB | PDF
 
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.
PUB | PDF
 
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.
PUB | PDF
 
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.
PUB | PDF
 
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.
PUB | PDF
 
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.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2932622 OA
Ferrari G, Koch T. An optimal extraction problem with price impact. Center for Mathematical Economics Working Papers. Vol 603. Bielefeld: Center for Mathematical Economics; 2018.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933126 OA
Li H. Optimal stopping under $\textit{G}$-expectation. Center for Mathematical Economics Working Papers. Vol 606. Bielefeld: Center for Mathematical Economics; 2018.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933147 OA
Grigorova M, Quenez M-C, Sulem A. Superhedging prices of European and American options in a non-linear incomplete market with default. Center for Mathematical Economics Working Papers. Vol 607. Bielefeld: Center for Mathematical Economics; 2018.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930378 OA
Hölzermann J. Bond Pricing under Knightian Uncertainty. A Short Rate Model with Drift and Volatility Uncertainty. Center for Mathematical Economics Working Papers. Vol 582. Bielefeld: Center for Mathematical Economics; 2018.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930380 OA
Demeze-Jouatsa G-H. A note on ”Necessary and sufficient conditions for the perfect finite horizon folk theorem” [Econometrica, 63 (2): 425-430, 1995.]. Center for Mathematical Economics Working Papers. Vol 583. Bielefeld: Center for Mathematical Economics; 2018.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930382 OA
Demeze-Jouatsa G-H. A complete folk theorem for finitely repeated games. Center for Mathematical Economics Working Papers. Vol 584. Bielefeld: Center for Mathematical Economics; 2018.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930384 OA
Demeze-Jouatsa G-H. Repetition and cooperation: A model of finitely repeated games with objective ambiguity. Center for Mathematical Economics Working Papers. Vol 585. Bielefeld: Center for Mathematical Economics; 2018.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930411 OA
Nendel M. Markov Chains under Nonlinear Expectation . Center for Mathematical Economics Working Papers. Vol 588. Bielefeld: Center for Mathematical Economics; 2018.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2916933 OA
Obradović L. Robust Maximum Detection: Full Information Best Choice Problem under Multiple Priors. Center for Mathematical Economics Working Papers. Vol 580. Bielefeld: Center for Mathematical Economics; 2018.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930440 OA
Ferrari G, Schuhmann P. An Optimal Dividend Problem with Capital Injections over a Finite Horizon . Center for Mathematical Economics Working Papers. Vol 595. Bielefeld: Center for Mathematical Economics; 2018.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930443 OA
Beißner P, Riedel F. Equilibria under Knightian Price Uncertainty . Center for Mathematical Economics Working Papers. Vol 597. Bielefeld: Center for Mathematical Economics; 2018.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930446 OA
Grigorova M, Imkeller P, Quenez M-C, Ouknine Y. Doubly Reflected BSDEs and $\mathcal{E}$$^ƒ$-Dynkin games: beyond the right-continuous case. Center for Mathematical Economics Working Papers. Vol 598. Bielefeld: Center for Mathematical Economics; 2018.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930492 OA
Pahlke M. Dynamic Consistency in Incomplete Information Games with Multiple Priors. Center for Mathematical Economics Working Papers. Vol 599. Bielefeld: Center for Mathematical Economics; 2018.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930570 OA
Barraz Martínez B, Denk R, Hernández Monzón J, Kammerlander F, Nendel M. Regularity and Asymptotic Behaviour for a Damped Plate-Membrane Transmission Problem. Center for Mathematical Economics Working Papers. Vol 596. Bielefeld: Center for Mathematical Economics; 2018.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930597 OA
Claas O. Labor Market Segmentation and Efficient Bargaining in a Macroeconomic Model. Center for Mathematical Economics Working Papers. Vol 600. Bielefeld: Center for Mathematical Economics; 2018.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930698 OA
Rosenmüller J. vNM–Stable Sets for Totally Balanced Games. Center for Mathematical Economics Working Papers. Vol 581 aktual. Ausg. Bielefeld: Center for Mathematical Economics; 2018.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930863 OA
Neugart M, Zaharieva A. Social Networks, Promotions, and the Glass-Ceiling Effect. Center for Mathematical Economics Working Papers. Vol 601. Bielefeld: Center for Mathematical Economics; 2018.
PUB | PDF
 

Filter und Suchbegriffe

issn=0931-6558

Suche

Publikationen filtern

Darstellung / Sortierung

Sortiert nach: Jahr
Zitationsstil: ama

Export / Einbettung