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.
648 Publikationen
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945081

M. Nendel, M.D. Schmeck, and F. Riedel, 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: 2943342

A. Kemper, M.D. Schmeck, and A. Khripunova Balci, 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
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939974

L. Banas, G. Ferrari, and T.A. Randrianasolo, 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: 2938811

T. Koch and T. Vargiolu, 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

V. Barham, G.-H. Demeze-Jouatsa, and R. Pongou, 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: 2937756

M. Piccirilli, M.D. Schmeck, and T. Vargiolu, 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: 2936013

M. Nendel and M. Röckner, 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: 2934840

J. Hölzermann and Q. Lin, 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: 2933813

G. Ferrari and N. Rodosthenous, 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

G. Callegaro, C. Ceci, and G. Ferrari, 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: 2932994

J. Dianetti and G. Ferrari, 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
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933147

M. Grigorova, M.-C. Quenez, and A. Sulem, 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: 2932726

E. Damdinsuren and A. Zaharieva, Expectation Formation and Learning in the Labour Market with On-the-Job Search and Nash Bargaining, Center for Mathematical Economics Working Papers, vol. 604, Bielefeld: Center for Mathematical Economics, 2018.
PUB
| PDF