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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, no.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, no.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, no.634, Bielefeld: Center for Mathematical Economics.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943342 OA
Kemper, A., Schmeck, M.D., & 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, no.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, no.617, Revised Version: May 12,2020., Bielefeld: Center for Mathematical Economics.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943684 OA
Bandini, E., et al., 2020. Optimal Dividend Payout under Stochastic Discounting, Center for Mathematical Economics Working Papers, no.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, no.637, Bielefeld: Center for Mathematical Economics.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2944295 OA
Nendel, M., Schmeck, M.D., & Riedel, F., 2020. A Decompostion of General Premium Principles into Risk and Deviation, Center for Mathematical Economics Working Papers, no.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, no.629, Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939974 OA
Banas, L., Ferrari, G., & Randrianasolo, T.A., 2019. Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information, Center for Mathematical Economics Working Papers, no.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, no.631, Bielefeld: Center for Mathematical Economics.
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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, no.626, Bielefeld: Center for Mathematical Economics.
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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, no.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, no.627, Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935798 OA
Schmeck, M.D., & Schmidli, H., 2019. Mortality Options: the Point of View of an Insurer, Center for Mathematical Economics Working Papers, no.616, Bielefeld: Center for Mathematical Economics.
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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, no.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, no.619, Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374 OA
Federico, S., et al., 2019. On a Class of Infinite-Dimensional Singular Stochastic Control Problems, Center for Mathematical Economics Working Papers, no.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, no.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, no.613, Bielefeld: Center for Mathematical Economics.
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