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644 Publikationen

2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941772 OA
Hölzermann J. Pricing Interest Rate Derivatives under Volatility Uncertainty. Center for Mathematical Economics Working Papers. Vol 633. Bielefeld: Center for Mathematical Economics; 2020.
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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. Vol 632. Bielefeld: Center for Mathematical Economics; 2020.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2942252 OA
Ferrari G, Li H, Riedel F. A Knightian Irreversible Investment Problem. Center for Mathematical Economics Working Papers. Vol 634. Bielefeld: Center for Mathematical Economics; 2020.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943342 OA
Kemper A, Schmeck MD, Khripunova Balci A. 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.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943344 OA
Böhm V. Stable Balanced Expansion in Homogeneous Dynamic Models. Center for Mathematical Economics Working Papers. Vol 617 Revised Version: May 12,2020. Bielefeld: Center for Mathematical Economics; 2020.
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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. Vol 636. Bielefeld: Center for Mathematical Economics; 2020.
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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. Vol 637. Bielefeld: Center for Mathematical Economics; 2020.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2944295 OA
Nendel M, Schmeck MD, Riedel F. A Decompostion of General Premium Principles into Risk and Deviation. Center for Mathematical Economics Working Papers. Vol 638. Bielefeld: Center for Mathematical Economics; 2020.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939557 OA
Rosenmüller J. Cephoids. Minkowski Sums of DeGua Simplices. Theory and Applications. Center for Mathematical Economics Working Papers. Vol 629. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939974 OA
Banas L, Ferrari G, Randrianasolo TA. 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.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939976 OA
Orlova O. Personal preferences in networks. Center for Mathematical Economics Working Papers. Vol 631. Bielefeld: Center for Mathematical Economics; 2019.
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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. Vol 626. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939265 OA
Nendel M. On Nonlinear Expectations and Markov Chains under Model Uncertainty. Center for Mathematical Economics Working Papers. Vol 628. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2938811 OA
Koch T, Vargiolu T. 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.
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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: 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: 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: 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: 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: 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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