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: 2942252 OA
Ferrari, G., Li, H., Riedel, F.: A Knightian Irreversible Investment Problem. Center for Mathematical Economics Working Papers, 634. Center for Mathematical Economics, Bielefeld (2020).
PUB | PDF
 
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943684 OA
Bandini, E., de Angelis, T., Ferrari, G., Gozzi, F.: Optimal Dividend Payout under Stochastic Discounting. Center for Mathematical Economics Working Papers, 636. Center for Mathematical Economics, Bielefeld (2020).
PUB | PDF
 
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943686 OA
Federico, S., Ferrari, G., Schuhmann, P.: Singular Control of the Drift of a Brownian System. Center for Mathematical Economics Working Papers, 637. Center for Mathematical Economics, Bielefeld (2020).
PUB | PDF
 
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941772 OA
Hölzermann, J.: Pricing Interest Rate Derivatives under Volatility Uncertainty. Center for Mathematical Economics Working Papers, 633. Center for Mathematical Economics, Bielefeld (2020).
PUB | PDF
 
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943342 OA
Kemper, A., Schmeck, M.D., Khripunova Balci, A.: The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets. Center for Mathematical Economics Working Papers, 635. Center for Mathematical Economics, Bielefeld (2020).
PUB | PDF
 
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943344 OA
Böhm, V.: Stable Balanced Expansion in Homogeneous Dynamic Models. Center for Mathematical Economics Working Papers, 617, Revised Version: May 12,2020. Center for Mathematical Economics, Bielefeld (2020).
PUB | PDF
 
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941268 OA
Duman, P., Trockel, W.: Nash Smoothing on the Test Bench: $H_{\alpha}$ -Essential Equilibria. Center for Mathematical Economics Working Papers, 632. Center for Mathematical Economics, Bielefeld (2020).
PUB | PDF
 
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945081 OA
Nendel, M., Schmeck, M.D., Riedel, F.: Decomposition of General Premium Principles into Risk and Deviation. Center for Mathematical Economics Working Papers, 638, aktual. Version July 2020. Center for Mathematical Economics, Bielefeld (2020).
PUB | PDF
 
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945084 OA
Federico, S., Ferrari, G.: Taming the Spread of an Epidemic by Lockdown Policies. Center for Mathematical Economics Working Papers, 639. Center for Mathematical Economics, Bielefeld (2020).
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637 OA
Federico, S., Ferrari, G., Schuhmann, P.: A Model for the Optimal Management of Inflation. Center for Mathematical Economics Working Papers, 624. Center for Mathematical Economics, Bielefeld (2019).
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937756 OA
Piccirilli, M., Schmeck, M.D., Vargiolu, T.: Capturing the power options smile by an additive two-factor model for overlapping futures prices. Center for Mathematical Economics Working Papers, 625. Center for Mathematical Economics, Bielefeld (2019).
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937258 OA
Denk, R., Kupper, M., Nendel, M.: Convex Semigroups on Banach Lattices. Center for Mathematical Economics Working Papers, 622. Center for Mathematical Economics, Bielefeld (2019).
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937261 OA
Nendel, M.: A Note on Stochastic Dominance and Compactness. Center for Mathematical Economics Working Papers, 623. Center for Mathematical Economics, Bielefeld (2019).
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2938204 OA
Barham, V., Demeze-Jouatsa, G.-H., Pongou, R.: Did Partisan Voters Spoil the Country? A Randomized-thought Experiment. Center for Mathematical Economics Working Papers, 626. Center for Mathematical Economics, Bielefeld (2019).
PUB | PDF
 
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, 608. Center for Mathematical Economics, Bielefeld (2019).
PUB | PDF
 
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, 614. Center for Mathematical Economics, Bielefeld (2019).
PUB | PDF
 
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, 610. Center for Mathematical Economics, Bielefeld (2019).
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933748 OA
Obradovic, L.: Locally Constant Model Uncertainty Risk Measure. Center for Mathematical Economics Working Papers, 609. Center for Mathematical Economics, Bielefeld (2019).
PUB | PDF
 
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, 589, Aktual. Version Februar 2019. Center for Mathematical Economics, Bielefeld (2019).
PUB | PDF
 
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, 605. Center for Mathematical Economics, Bielefeld (2019).
PUB | PDF
 

Filter und Suchbegriffe

issn=0931-6558

Suche

Publikationen filtern

Darstellung / Sortierung

Sortiert nach: Jahr
Zitationsstil: lncs

Export / Einbettung