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631 Publikationen

2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937756
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.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637
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.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937261
Nendel, M. (2019). A Note on Stochastic Dominance and Compactness (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937258
Denk, R., Kupper, M. & Nendel, M. (2019). Convex Semigroups on Banach Lattices (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936699
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.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936652
Aslan, F., Duman, P. & Trockel, W. (2019). Duality for General TU-games Redefined (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936061
Rubbenstroth, B. (2019). Game Options under Knightian Uncertainty in Discrete Time (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936013
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.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935975
Böhm, V. (2019). Stable Balanced Expansion in Homogeneous Dynamic Models (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935798
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.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935705
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.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374
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.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840
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.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934575
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.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934489
Pahlke, M. (2019). A Note on Dynamic Consistency in Ambiguous Persuasion (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934230
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.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813
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.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933748
Obradovic, L. (2019). Locally Constant Model Uncertainty Risk Measure (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933360
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.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2932994
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.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933147
Grigorova, M., Quenez, M.-C. & Sulem, A. (2018). Superhedging prices of European and American options in a non-linear incomplete market with default (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933126
Li, H. (2018). Optimal stopping under $\textit{G}$-expectation (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2932726
Damdinsuren, E. & Zaharieva, A. (2018). Expectation Formation and Learning in the Labour Market with On-the-Job Search and Nash Bargaining (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2932622
Ferrari, G. & Koch, T. (2018). An optimal extraction problem with price impact (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2931327
Böhm, V. (2018). The Dynamics of Balanced Expansion in Monetary Economies with Sovereign Debt (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930863
Neugart, M. & Zaharieva, A. (2018). Social Networks, Promotions, and the Glass-Ceiling Effect (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930698
Rosenmüller, J. (2018). vNM–Stable Sets for Totally Balanced Games (Center for Mathematical Economics Working Papers) (aktual. Ausg.). Bielefeld: Center for Mathematical Economics.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930597
Claas, O. (2018). Labor Market Segmentation and Efficient Bargaining in a Macroeconomic Model (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930443
Beißner, P. & Riedel, F. (2018). Equilibria under Knightian Price Uncertainty (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930570
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.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930492
Pahlke, M. (2018). Dynamic Consistency in Incomplete Information Games with Multiple Priors (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930378
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.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930411
Nendel, M. (2018). Markov Chains under Nonlinear Expectation (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930440
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.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930446
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.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930384
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.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930382
Demeze-Jouatsa, G.-H. (2018). A complete folk theorem for finitely repeated games (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930380
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.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2916814
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.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2916817
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.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2916933
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.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930428
Li, H., Peng, S. & Soumana Hima, A. (2017). Reflected Solutions of BSDEs Driven by $\textit{G}$-Brownian Motion (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930413
Ferrari, G. & Koch, T. (2017). On a Strategic Model of Pollution Control (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2909171
Riedel, F. (2017). Uncertain acts in games (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930433
Ferrari, G. (2017). On a Class of Singular Stochastic Control Problems for Reflected Diffusions (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930438
Ferrari, G. & Vargiolu, T. (2017). On the Singular Control of Exchange Rates (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930423
Grigorova, M., Imkeller, P., Ouknine, Y. & Quenez, M.-C. (2017). Optimal Stopping With ƒ-Expectations: the irregular case (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930436
Beißner, P., Lin, Q. & Riedel, F. (2017). Dynamically Consistent α-Maxmin Expected Utility (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930430
de Angelis, T., Ferrari, G. & Hamadène, S. (2017). A Note on a New Existence Result for Reflected BSDES with Interconnected Obstacles (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2912963
Burzoni, M., Riedel, F. & Soner, H.M. (2017). Viability and arbitrage under Knightian Uncertainty (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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