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.

645 Publikationen

2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945081 OA
Nendel, M., Schmeck, M.D. & Riedel, F. (2020). Decomposition of General Premium Principles into Risk and Deviation (Center for Mathematical Economics Working Papers) (aktual. Version July 2020.). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945084 OA
Federico, S. & Ferrari, G. (2020). Taming the Spread of an Epidemic by Lockdown Policies (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941268 OA
Duman, P. & Trockel, W. (2020). Nash Smoothing on the Test Bench: $H_{\alpha}$ -Essential Equilibria (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2942252 OA
Ferrari, G., Li, H. & Riedel, F. (2020). A Knightian Irreversible Investment Problem (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941772 OA
Hölzermann, J. (2020). Pricing Interest Rate Derivatives under Volatility Uncertainty (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943684 OA
Bandini, E., de Angelis, T., Ferrari, G. & Gozzi, F. (2020). Optimal Dividend Payout under Stochastic Discounting (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943686 OA
Federico, S., Ferrari, G. & Schuhmann, P. (2020). Singular Control of the Drift of a Brownian System (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943342 OA
Kemper, A., Schmeck, M.D. & 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). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943344 OA
Böhm, V. (2020). Stable Balanced Expansion in Homogeneous Dynamic Models (Center for Mathematical Economics Working Papers) (Revised Version: May 12,2020.). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934489 OA
Pahlke, M. (2019). A Note on Dynamic Consistency in Ambiguous Persuasion (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934575 OA
Alaverdyan, S. & Zaharieva, A. (2019). Immigration, Social Networks and Occupational Mismatch (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics. doi:10.4119/unibi/2934575.
PUB | PDF | DOI
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374 OA
Federico, S., Ferrari, G., Riedel, F. & Röckner, M. (2019). On a Class of Infinite-Dimensional Singular Stochastic Control Problems (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840 OA
Hölzermann, J. & Lin, Q. (2019). Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933748 OA
Obradovic, L. (2019). Locally Constant Model Uncertainty Risk Measure (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813 OA
Ferrari, G. & Rodosthenous, N. (2019). Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy (Center for Mathematical Economics Working Papers) (Aktual. Version Februar 2019.). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933360 OA
Callegaro, G., Ceci, C. & Ferrari, G. (2019). Optimal Reduction of Public Debt under Partial Observation of the Economic Growth (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934230 OA
Denk, R., Kupper, M. & Nendel, M. (2019). A Semigroup Approach to Nonlinear Lévy Processes (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939974 OA
Banas, L., Ferrari, G. & Randrianasolo, T.A. (2019). Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939976 OA
Orlova, O. (2019). Personal preferences in networks (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2938811 OA
Koch, T. & Vargiolu, T. (2019). Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2932994 OA
Dianetti, J. & Ferrari, G. (2019). Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937756 OA
Piccirilli, M., Schmeck, M.D. & Vargiolu, T. (2019). Capturing the power options smile by an additive two-factor model for overlapping futures prices (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936013 OA
Nendel, M. & Röckner, M. (2019). Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936061 OA
Rubbenstroth, B. (2019). Game Options under Knightian Uncertainty in Discrete Time (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936652 OA
Aslan, F., Duman, P. & Trockel, W. (2019). Duality for General TU-games Redefined (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936699 OA
Dianetti, J., Ferrari, G., Fischer, M. & Nendel, M. (2019). Submodular Mean Field Games. Existence and Approximation of Solutions (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937258 OA
Denk, R., Kupper, M. & Nendel, M. (2019). Convex Semigroups on Banach Lattices (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937261 OA
Nendel, M. (2019). A Note on Stochastic Dominance and Compactness (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2938204 OA
Barham, V., Demeze-Jouatsa, G.-H. & Pongou, R. (2019). Did Partisan Voters Spoil the Country? A Randomized-thought Experiment (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637 OA
Federico, S., Ferrari, G. & Schuhmann, P. (2019). A Model for the Optimal Management of Inflation (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935705 OA
Koch, T. (2019). Universal Bounds and Monotonicity Properties of Ratios of Hermite and Parabolic Cylinder Functions (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935798 OA
Schmeck, M.D. & Schmidli, H. (2019). Mortality Options: the Point of View of an Insurer (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
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). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
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). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2916814 OA
Hellmann, T. & Panebianco, F. (2018). The transmission of continuous cultural traits in endogenous social networks (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2916817 OA
Hellmann, T. & Landwehr, J. (2018). Pairwise stable networks in homogeneous societies (Center for Mathematical Economics Working Papers) (Version Januar 2018.). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2916933 OA
Obradović, L. (2018). Robust Maximum Detection: Full Information Best Choice Problem under Multiple Priors (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930378 OA
Hölzermann, J. (2018). Bond Pricing under Knightian Uncertainty. A Short Rate Model with Drift and Volatility Uncertainty (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930380 OA
Demeze-Jouatsa, G.-H. (2018). 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). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930382 OA
Demeze-Jouatsa, G.-H. (2018). A complete folk theorem for finitely repeated games (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930384 OA
Demeze-Jouatsa, G.-H. (2018). Repetition and cooperation: A model of finitely repeated games with objective ambiguity (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930411 OA
Nendel, M. (2018). Markov Chains under Nonlinear Expectation (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930440 OA
Ferrari, G. & Schuhmann, P. (2018). An Optimal Dividend Problem with Capital Injections over a Finite Horizon (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930443 OA
Beißner, P. & Riedel, F. (2018). Equilibria under Knightian Price Uncertainty (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930446 OA
Grigorova, M., Imkeller, P., Quenez, M.-C. & Ouknine, Y. (2018). Doubly Reflected BSDEs and $\mathcal{E}$$^ƒ$-Dynkin games: beyond the right-continuous case (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930492 OA
Pahlke, M. (2018). Dynamic Consistency in Incomplete Information Games with Multiple Priors (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930570 OA
Barraz Martínez, B., Denk, R., Hernández Monzón, J., Kammerlander, F. & Nendel, M. (2018). Regularity and Asymptotic Behaviour for a Damped Plate-Membrane Transmission Problem (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930597 OA
Claas, O. (2018). Labor Market Segmentation and Efficient Bargaining in a Macroeconomic Model (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930698 OA
Rosenmüller, J. (2018). vNM–Stable Sets for Totally Balanced Games (Center for Mathematical Economics Working Papers) (aktual. Ausg.). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930863 OA
Neugart, M. & Zaharieva, A. (2018). Social Networks, Promotions, and the Glass-Ceiling Effect (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
PUB | PDF
 

Filter und Suchbegriffe

issn=0931-6558

Suche

Publikationen filtern

Darstellung / Sortierung

Sortiert nach: Jahr
Zitationsstil: dgps

Export / Einbettung