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644 Publikationen

2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941772 OA
Hölzermann J (2020)
Pricing Interest Rate Derivatives under Volatility Uncertainty. Center for Mathematical Economics Working Papers; 633.
Bielefeld: Center for Mathematical Economics.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941268 OA
Duman P, Trockel W (2020)
Nash Smoothing on the Test Bench: $H_{\alpha}$ -Essential Equilibria. Center for Mathematical Economics Working Papers; 632.
Bielefeld: Center for Mathematical Economics.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2942252 OA
Ferrari G, Li H, Riedel F (2020)
A Knightian Irreversible Investment Problem. Center for Mathematical Economics Working Papers; 634.
Bielefeld: Center for Mathematical Economics.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943342 OA
Kemper A, Schmeck MD, Khripunova Balci A (2020)
The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets. Center for Mathematical Economics Working Papers; 635.
Bielefeld: Center for Mathematical Economics.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943344 OA
Böhm V (2020)
Stable Balanced Expansion in Homogeneous Dynamic Models. Center for Mathematical Economics Working Papers; 617, Revised Version: May 12,2020.
Bielefeld: Center for Mathematical Economics.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943684 OA
Bandini E, de Angelis T, Ferrari G, Gozzi F (2020)
Optimal Dividend Payout under Stochastic Discounting. Center for Mathematical Economics Working Papers; 636.
Bielefeld: Center for Mathematical Economics.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943686 OA
Federico S, Ferrari G, Schuhmann P (2020)
Singular Control of the Drift of a Brownian System. Center for Mathematical Economics Working Papers; 637.
Bielefeld: Center for Mathematical Economics.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2944295 OA
Nendel M, Schmeck MD, Riedel F (2020)
A Decompostion of General Premium Principles into Risk and Deviation. Center for Mathematical Economics Working Papers; 638.
Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939557 OA
Rosenmüller J (2019)
Cephoids. Minkowski Sums of DeGua Simplices. Theory and Applications. Center for Mathematical Economics Working Papers; 629.
Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939974 OA
Banas L, Ferrari G, Randrianasolo TA (2019)
Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information. Center for Mathematical Economics Working Papers; 630.
Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939976 OA
Orlova O (2019)
Personal preferences in networks. Center for Mathematical Economics Working Papers; 631.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2938204 OA
Barham V, Demeze-Jouatsa G-H, Pongou R (2019)
Did Partisan Voters Spoil the Country? A Randomized-thought Experiment. Center for Mathematical Economics Working Papers; 626.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939265 OA
Nendel M (2019)
On Nonlinear Expectations and Markov Chains under Model Uncertainty. Center for Mathematical Economics Working Papers; 628.
Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2938811 OA
Koch T, Vargiolu T (2019)
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem. Center for Mathematical Economics Working Papers; 627.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935798 OA
Schmeck MD, Schmidli H (2019)
Mortality Options: the Point of View of an Insurer. Center for Mathematical Economics Working Papers; 616.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936013 OA
Nendel M, Röckner M (2019)
Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems. Center for Mathematical Economics Working Papers; 618.
Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936061 OA
Rubbenstroth B (2019)
Game Options under Knightian Uncertainty in Discrete Time. Center for Mathematical Economics Working Papers; 619.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374 OA
Federico S, Ferrari G, Riedel F, Röckner M (2019)
On a Class of Infinite-Dimensional Singular Stochastic Control Problems. Center for Mathematical Economics Working Papers; 614.
Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935705 OA
Koch T (2019)
Universal Bounds and Monotonicity Properties of Ratios of Hermite and Parabolic Cylinder Functions. Center for Mathematical Economics Working Papers; 615.
Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840 OA
Hölzermann J, Lin Q (2019)
Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion . Center for Mathematical Economics Working Papers; 613.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 

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