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645 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: 2945084 OA
Taming the Spread of an Epidemic by Lockdown Policies
Federico S, Ferrari G (2020) Center for Mathematical Economics Working Papers; 639.
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
 
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: 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: 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: 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: 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
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934489 OA
A Note on Dynamic Consistency in Ambiguous Persuasion
Pahlke M (2019) Center for Mathematical Economics Working Papers; 611.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934575 OA
Immigration, Social Networks and Occupational Mismatch
Alaverdyan S, Zaharieva A (2019) Center for Mathematical Economics Working Papers; 612.
Bielefeld: Center for Mathematical Economics.
PUB | PDF | DOI
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374 OA
On a Class of Infinite-Dimensional Singular Stochastic Control Problems
Federico S, Ferrari G, Riedel F, Röckner M (2019) Center for Mathematical Economics Working Papers; 614.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840 OA
Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion
Hölzermann J, Lin Q (2019) Center for Mathematical Economics Working Papers; 613.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933748 OA
Locally Constant Model Uncertainty Risk Measure
Obradovic L (2019) Center for Mathematical Economics Working Papers; 609.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813 OA
Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy
Ferrari G, Rodosthenous N (2019) Center for Mathematical Economics Working Papers; 589, Aktual. Version Februar 2019.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933360 OA
Optimal Reduction of Public Debt under Partial Observation of the Economic Growth
Callegaro G, Ceci C, Ferrari G (2019) Center for Mathematical Economics Working Papers; 608.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934230 OA
A Semigroup Approach to Nonlinear Lévy Processes
Denk R, Kupper M, Nendel M (2019) Center for Mathematical Economics Working Papers; 610.
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: 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: 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: 2932994 OA
Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria
Dianetti J, Ferrari G (2019) Center for Mathematical Economics Working Papers; 605.
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: 2936013 OA
Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems
Nendel M, Röckner M (2019) Center for Mathematical Economics Working Papers; 618.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936061 OA
Game Options under Knightian Uncertainty in Discrete Time
Rubbenstroth B (2019) Center for Mathematical Economics Working Papers; 619.
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
 
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: 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: 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: 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: 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: 2935705 OA
Universal Bounds and Monotonicity Properties of Ratios of Hermite and Parabolic Cylinder Functions
Koch T (2019) Center for Mathematical Economics Working Papers; 615.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935798 OA
Mortality Options: the Point of View of an Insurer
Schmeck MD, Schmidli H (2019) Center for Mathematical Economics Working Papers; 616.
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: 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
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2916814 OA
The transmission of continuous cultural traits in endogenous social networks
Hellmann T, Panebianco F (2018) Center for Mathematical Economics Working Papers; 579.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2916817 OA
Pairwise stable networks in homogeneous societies
Hellmann T, Landwehr J (2018) Center for Mathematical Economics Working Papers; 517, Version Januar 2018.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2916933 OA
Robust Maximum Detection: Full Information Best Choice Problem under Multiple Priors
Obradović L (2018) Center for Mathematical Economics Working Papers; 580.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930378 OA
Bond Pricing under Knightian Uncertainty. A Short Rate Model with Drift and Volatility Uncertainty
Hölzermann J (2018) Center for Mathematical Economics Working Papers; 582.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930380 OA
A note on ”Necessary and sufficient conditions for the perfect finite horizon folk theorem” [Econometrica, 63 (2): 425-430, 1995.]
Demeze-Jouatsa G-H (2018) Center for Mathematical Economics Working Papers; 583.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930382 OA
A complete folk theorem for finitely repeated games
Demeze-Jouatsa G-H (2018) Center for Mathematical Economics Working Papers; 584.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930384 OA
Repetition and cooperation: A model of finitely repeated games with objective ambiguity
Demeze-Jouatsa G-H (2018) Center for Mathematical Economics Working Papers; 585.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930411 OA
Markov Chains under Nonlinear Expectation
Nendel M (2018) Center for Mathematical Economics Working Papers; 588.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930440 OA
An Optimal Dividend Problem with Capital Injections over a Finite Horizon
Ferrari G, Schuhmann P (2018) Center for Mathematical Economics Working Papers; 595.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930443 OA
Equilibria under Knightian Price Uncertainty
Beißner P, Riedel F (2018) Center for Mathematical Economics Working Papers; 597.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930446 OA
Doubly Reflected BSDEs and $\mathcal{E}$$^ƒ$-Dynkin games: beyond the right-continuous case
Grigorova M, Imkeller P, Quenez M-C, Ouknine Y (2018) Center for Mathematical Economics Working Papers; 598.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930492 OA
Dynamic Consistency in Incomplete Information Games with Multiple Priors
Pahlke M (2018) Center for Mathematical Economics Working Papers; 599.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930570 OA
Regularity and Asymptotic Behaviour for a Damped Plate-Membrane Transmission Problem
Barraz Martínez B, Denk R, Hernández Monzón J, Kammerlander F, Nendel M (2018) Center for Mathematical Economics Working Papers; 596.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930597 OA
Labor Market Segmentation and Efficient Bargaining in a Macroeconomic Model
Claas O (2018) Center for Mathematical Economics Working Papers; 600.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930698 OA
vNM–Stable Sets for Totally Balanced Games
Rosenmüller J (2018) Center for Mathematical Economics Working Papers; 581, aktual. Ausg.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930863 OA
Social Networks, Promotions, and the Glass-Ceiling Effect
Neugart M, Zaharieva A (2018) Center for Mathematical Economics Working Papers; 601.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 

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