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645 Publikationen

2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945081 OA
Decomposition of General Premium Principles into Risk and Deviation
Nendel, Max, Decomposition of General Premium Principles into Risk and Deviation. 638 (). Bielefeld, 2020
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945084 OA
Taming the Spread of an Epidemic by Lockdown Policies
Federico, Salvatore, Taming the Spread of an Epidemic by Lockdown Policies. 639 (). Bielefeld, 2020
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941268 OA
Nash Smoothing on the Test Bench: $H_{\alpha}$ -Essential Equilibria
Duman, Papatya, Nash Smoothing on the Test Bench: $H_{\alpha}$ -Essential Equilibria. 632 (). Bielefeld, 2020
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2942252 OA
A Knightian Irreversible Investment Problem
Ferrari, Giorgio, A Knightian Irreversible Investment Problem. 634 (). Bielefeld, 2020
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941772 OA
Pricing Interest Rate Derivatives under Volatility Uncertainty
Hölzermann, Julian, Pricing Interest Rate Derivatives under Volatility Uncertainty. 633 (). Bielefeld, 2020
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943684 OA
Optimal Dividend Payout under Stochastic Discounting
Bandini, Elena, Optimal Dividend Payout under Stochastic Discounting. 636 (). Bielefeld, 2020
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943686 OA
Singular Control of the Drift of a Brownian System
Federico, Salvatore, Singular Control of the Drift of a Brownian System. 637 (). Bielefeld, 2020
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943342 OA
The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets
Kemper, Annika, The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets. 635 (). Bielefeld, 2020
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943344 OA
Stable Balanced Expansion in Homogeneous Dynamic Models
Böhm, Volker, Stable Balanced Expansion in Homogeneous Dynamic Models. 617 (). Bielefeld, 2020
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934489 OA
A Note on Dynamic Consistency in Ambiguous Persuasion
Pahlke, Marieke, A Note on Dynamic Consistency in Ambiguous Persuasion. 611 (). Bielefeld, 2019
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934575 OA
Immigration, Social Networks and Occupational Mismatch
Alaverdyan, Sevak, Immigration, Social Networks and Occupational Mismatch. 612 (). Bielefeld, 2019
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374 OA
On a Class of Infinite-Dimensional Singular Stochastic Control Problems
Federico, Salvatore, On a Class of Infinite-Dimensional Singular Stochastic Control Problems. 614 (). Bielefeld, 2019
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840 OA
Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion
Hölzermann, Julian, Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion . 613 (). Bielefeld, 2019
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933748 OA
Locally Constant Model Uncertainty Risk Measure
Obradovic, Lazar, Locally Constant Model Uncertainty Risk Measure. 609 (). Bielefeld, 2019
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813 OA
Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy
Ferrari, Giorgio, Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy. 589 (). Bielefeld, 2019
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933360 OA
Optimal Reduction of Public Debt under Partial Observation of the Economic Growth
Callegaro, Giorgia, Optimal Reduction of Public Debt under Partial Observation of the Economic Growth. 608 (). Bielefeld, 2019
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934230 OA
A Semigroup Approach to Nonlinear Lévy Processes
Denk, Robert, A Semigroup Approach to Nonlinear Lévy Processes. 610 (). Bielefeld, 2019
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939974 OA
Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information
Banas, Lubomir, Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information. 630 (). Bielefeld, 2019
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939976 OA
Personal preferences in networks
Orlova, Olena, Personal preferences in networks. 631 (). Bielefeld, 2019
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2938811 OA
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem
Koch, Torben, Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem. 627 (). Bielefeld, 2019
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