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644 Publikationen

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