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646 Publikationen

2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936699 OA
Dianetti J, Ferrari G, Fischer M, Nendel M. Submodular Mean Field Games. Existence and Approximation of Solutions. Center for Mathematical Economics Working Papers. Vol 621. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936652 OA
Aslan F, Duman P, Trockel W. Duality for General TU-games Redefined. Center for Mathematical Economics Working Papers. Vol 620. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936061 OA
Rubbenstroth B. Game Options under Knightian Uncertainty in Discrete Time. Center for Mathematical Economics Working Papers. Vol 619. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936013 OA
Nendel M, Röckner M. 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: 2935798 OA
Schmeck MD, Schmidli H. Mortality Options: the Point of View of an Insurer. Center for Mathematical Economics Working Papers. Vol 616. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935705 OA
Koch T. Universal Bounds and Monotonicity Properties of Ratios of Hermite and Parabolic Cylinder Functions. Center for Mathematical Economics Working Papers. Vol 615. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374 OA
Federico S, Ferrari G, Riedel F, Röckner M. On a Class of Infinite-Dimensional Singular Stochastic Control Problems. Center for Mathematical Economics Working Papers. Vol 614. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840 OA
Hölzermann J, Lin Q. 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: 2934575 OA
Alaverdyan S, Zaharieva A. Immigration, Social Networks and Occupational Mismatch. Center for Mathematical Economics Working Papers. Vol 612. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934489 OA
Pahlke M. A Note on Dynamic Consistency in Ambiguous Persuasion. Center for Mathematical Economics Working Papers. Vol 611. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934230 OA
Denk R, Kupper M, Nendel M. A Semigroup Approach to Nonlinear Lévy Processes. Center for Mathematical Economics Working Papers. Vol 610. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813 OA
Ferrari G, Rodosthenous N. 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: 2933748 OA
Obradovic L. Locally Constant Model Uncertainty Risk Measure. Center for Mathematical Economics Working Papers. Vol 609. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933360 OA
Callegaro G, Ceci C, Ferrari G. 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 OA
Dianetti J, Ferrari G. 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: 2916814 OA
Hellmann T, Panebianco F. The transmission of continuous cultural traits in endogenous social networks. Center for Mathematical Economics Working Papers. Vol 579. Bielefeld: Center for Mathematical Economics; 2018.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2916817 OA
Hellmann T, Landwehr J. Pairwise stable networks in homogeneous societies. Center for Mathematical Economics Working Papers. Vol 517 Version Januar 2018. Bielefeld: Center for Mathematical Economics; 2018.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933147 OA
Grigorova M, Quenez M-C, Sulem A. 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: 2933126 OA
Li H. Optimal stopping under $\textit{G}$-expectation. Center for Mathematical Economics Working Papers. Vol 606. Bielefeld: Center for Mathematical Economics; 2018.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2932726 OA
Damdinsuren E, Zaharieva A. 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: 2932622 OA
Ferrari G, Koch T. An optimal extraction problem with price impact. Center for Mathematical Economics Working Papers. Vol 603. Bielefeld: Center for Mathematical Economics; 2018.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2931327 OA
Böhm V. The Dynamics of Balanced Expansion in Monetary Economies with Sovereign Debt. Center for Mathematical Economics Working Papers. Vol 602. Bielefeld: Center for Mathematical Economics; 2018.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930863 OA
Neugart M, Zaharieva A. Social Networks, Promotions, and the Glass-Ceiling Effect. Center for Mathematical Economics Working Papers. Vol 601. Bielefeld: Center for Mathematical Economics; 2018.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930698 OA
Rosenmüller J. vNM–Stable Sets for Totally Balanced Games. Center for Mathematical Economics Working Papers. Vol 581 aktual. Ausg. Bielefeld: Center for Mathematical Economics; 2018.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930597 OA
Claas O. Labor Market Segmentation and Efficient Bargaining in a Macroeconomic Model. Center for Mathematical Economics Working Papers. Vol 600. Bielefeld: Center for Mathematical Economics; 2018.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930443 OA
Beißner P, Riedel F. Equilibria under Knightian Price Uncertainty . Center for Mathematical Economics Working Papers. Vol 597. Bielefeld: Center for Mathematical Economics; 2018.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930570 OA
Barraz Martínez B, Denk R, Hernández Monzón J, Kammerlander F, Nendel M. Regularity and Asymptotic Behaviour for a Damped Plate-Membrane Transmission Problem. Center for Mathematical Economics Working Papers. Vol 596. Bielefeld: Center for Mathematical Economics; 2018.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930492 OA
Pahlke M. Dynamic Consistency in Incomplete Information Games with Multiple Priors. Center for Mathematical Economics Working Papers. Vol 599. Bielefeld: Center for Mathematical Economics; 2018.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930378 OA
Hölzermann J. Bond Pricing under Knightian Uncertainty. A Short Rate Model with Drift and Volatility Uncertainty. Center for Mathematical Economics Working Papers. Vol 582. Bielefeld: Center for Mathematical Economics; 2018.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930411 OA
Nendel M. Markov Chains under Nonlinear Expectation . Center for Mathematical Economics Working Papers. Vol 588. Bielefeld: Center for Mathematical Economics; 2018.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930440 OA
Ferrari G, Schuhmann P. An Optimal Dividend Problem with Capital Injections over a Finite Horizon . Center for Mathematical Economics Working Papers. Vol 595. Bielefeld: Center for Mathematical Economics; 2018.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930446 OA
Grigorova M, Imkeller P, Quenez M-C, Ouknine Y. Doubly Reflected BSDEs and $\mathcal{E}$$^ƒ$-Dynkin games: beyond the right-continuous case. Center for Mathematical Economics Working Papers. Vol 598. Bielefeld: Center for Mathematical Economics; 2018.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930384 OA
Demeze-Jouatsa G-H. Repetition and cooperation: A model of finitely repeated games with objective ambiguity. Center for Mathematical Economics Working Papers. Vol 585. Bielefeld: Center for Mathematical Economics; 2018.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930382 OA
Demeze-Jouatsa G-H. A complete folk theorem for finitely repeated games. Center for Mathematical Economics Working Papers. Vol 584. Bielefeld: Center for Mathematical Economics; 2018.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930380 OA
Demeze-Jouatsa G-H. 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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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2916933 OA
Obradović L. Robust Maximum Detection: Full Information Best Choice Problem under Multiple Priors. Center for Mathematical Economics Working Papers. Vol 580. Bielefeld: Center for Mathematical Economics; 2018.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930430 OA
de Angelis T, Ferrari G, Hamadène S. 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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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930428 OA
Li H, Peng S, Soumana Hima A. Reflected Solutions of BSDEs Driven by $\textit{G}$-Brownian Motion. Center for Mathematical Economics Working Papers. Vol 590. Bielefeld: Center for Mathematical Economics; 2017.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930413 OA
Ferrari G, Koch T. On a Strategic Model of Pollution Control . Center for Mathematical Economics Working Papers. Vol 586. Bielefeld: Center for Mathematical Economics; 2017.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2912963 OA
Burzoni M, Riedel F, Soner HM. Viability and arbitrage under Knightian Uncertainty. Center for Mathematical Economics Working Papers. Vol 575. Bielefeld: Center for Mathematical Economics; 2017.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2909171 OA
Riedel F. Uncertain acts in games. Center for Mathematical Economics Working Papers. Vol 571. Bielefeld: Center for Mathematical Economics; 2017.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930433 OA
Ferrari G. On a Class of Singular Stochastic Control Problems for Reflected Diffusions . Center for Mathematical Economics Working Papers. Vol 592. Bielefeld: Center for Mathematical Economics; 2017.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930438 OA
Ferrari G, Vargiolu T. On the Singular Control of Exchange Rates . Center for Mathematical Economics Working Papers. Vol 594. Bielefeld: Center for Mathematical Economics; 2017.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930423 OA
Grigorova M, Imkeller P, Ouknine Y, Quenez M-C. Optimal Stopping With ƒ-Expectations: the irregular case. Center for Mathematical Economics Working Papers. Vol 587. Bielefeld: Center for Mathematical Economics; 2017.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930436 OA
Beißner P, Lin Q, Riedel F. Dynamically Consistent α-Maxmin Expected Utility. Center for Mathematical Economics Working Papers. Vol 593. Bielefeld: Center for Mathematical Economics; 2017.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2910671 OA
Sürücü O, Brangewitz S, Mir Djawadi B. Asymmetric dominance effect with multiple decoys for low- and high-variance lotteries. Center for Mathematical Economics Working Papers. Vol 574. Bielefeld: Center for Mathematical Economics; 2017.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2914349 OA
Trockel W, Haake C-J. Thoughts on social design. Center for Mathematical Economics Working Papers. Vol 577. Bielefeld: Center for Mathematical Economics; 2017.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2914351 OA
Rebien M, Stops M, Zaharieva A. Formal search and referrals from a firm's perspective. Center for Mathematical Economics Working Papers. Vol 578. Bielefeld: Center for Mathematical Economics; 2017.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2913226 OA
Berens S, Chochua L. The impartial observer under uncertainty. Center for Mathematical Economics Working Papers. Vol 576. Bielefeld: Center for Mathematical Economics; 2017.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2913287 OA
Gauer F, Hellmann T. Strategic formation of homogeneous bargaining networks. Center for Mathematical Economics Working Papers. Vol 529 aktual. Version August 2017. Bielefeld: Center for Mathematical Economics; 2017.
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