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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, 633. Center for Mathematical Economics, Bielefeld (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, 632. Center for Mathematical Economics, Bielefeld (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, 634. Center for Mathematical Economics, Bielefeld (2020).
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943342 OA
Kemper, A., Schmeck, M.D., Khripunova Balci, A.: The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets. Center for Mathematical Economics Working Papers, 635. Center for Mathematical Economics, Bielefeld (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, 617, Revised Version: May 12,2020. Center for Mathematical Economics, Bielefeld (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, 636. Center for Mathematical Economics, Bielefeld (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, 637. Center for Mathematical Economics, Bielefeld (2020).
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2944295 OA
Nendel, M., Schmeck, M.D., Riedel, F.: A Decompostion of General Premium Principles into Risk and Deviation. Center for Mathematical Economics Working Papers, 638. Center for Mathematical Economics, Bielefeld (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, 629. Center for Mathematical Economics, Bielefeld (2019).
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939974 OA
Banas, L., Ferrari, G., Randrianasolo, T.A.: Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information. Center for Mathematical Economics Working Papers, 630. Center for Mathematical Economics, Bielefeld (2019).
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939976 OA
Orlova, O.: Personal preferences in networks. Center for Mathematical Economics Working Papers, 631. Center for Mathematical Economics, Bielefeld (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, 626. Center for Mathematical Economics, Bielefeld (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, 628. Center for Mathematical Economics, Bielefeld (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, 627. Center for Mathematical Economics, Bielefeld (2019).
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935798 OA
Schmeck, M.D., Schmidli, H.: Mortality Options: the Point of View of an Insurer. Center for Mathematical Economics Working Papers, 616. Center for Mathematical Economics, Bielefeld (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, 618. Center for Mathematical Economics, Bielefeld (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, 619. Center for Mathematical Economics, Bielefeld (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, 614. Center for Mathematical Economics, Bielefeld (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, 615. Center for Mathematical Economics, Bielefeld (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, 613. Center for Mathematical Economics, Bielefeld (2019).
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