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631 Publikationen
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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930380
G.-H. Demeze-Jouatsa, 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.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930430
T. de Angelis, G. Ferrari, and S. Hamadène, A Note on a New Existence Result for Reflected BSDES with Interconnected Obstacles, Center for Mathematical Economics Working Papers, vol. 591, Bielefeld: Center for Mathematical Economics, 2017.
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