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644 Publikationen

2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943684 OA
Bandini, E., de Angelis, T., Ferrari, G., and 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., and 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: 2941268 OA
Duman, P., and 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: 2944295 OA
Nendel, M., Schmeck, M. D., and 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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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943342 OA
Kemper, A., Schmeck, M. D., and 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: 2942252 OA
Ferrari, G., Li, H., and 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: 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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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934230 OA
Denk, R., Kupper, M., and Nendel, M. (2019). A Semigroup Approach to Nonlinear Lévy Processes. Center for Mathematical Economics Working Papers, 610, Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2932994 OA
Dianetti, J., and Ferrari, G. (2019). Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria. Center for Mathematical Economics Working Papers, 605, Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840 OA
Hölzermann, J., and 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.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374 OA
Federico, S., Ferrari, G., Riedel, F., and 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: 2934489 OA
Pahlke, M. (2019). A Note on Dynamic Consistency in Ambiguous Persuasion. Center for Mathematical Economics Working Papers, 611, Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934575 OA
Alaverdyan, S., and Zaharieva, A. (2019). Immigration, Social Networks and Occupational Mismatch. Center for Mathematical Economics Working Papers, 612, Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933748 OA
Obradovic, L. (2019). Locally Constant Model Uncertainty Risk Measure. Center for Mathematical Economics Working Papers, 609, Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813 OA
Ferrari, G., and Rodosthenous, N. (2019). 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. Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933360 OA
Callegaro, G., Ceci, C., and Ferrari, G. (2019). Optimal Reduction of Public Debt under Partial Observation of the Economic Growth. Center for Mathematical Economics Working Papers, 608, Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935798 OA
Schmeck, M. D., and Schmidli, H. (2019). Mortality Options: the Point of View of an Insurer. Center for Mathematical Economics Working Papers, 616, Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936013 OA
Nendel, M., and 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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