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644 Publikationen

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