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644 Publikationen

2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945081 OA
Nendel M, Schmeck MD, Riedel F (2020)
Decomposition of General Premium Principles into Risk and Deviation. Center for Mathematical Economics Working Papers; 638, aktual. Version July 2020.
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; 637.
Bielefeld: Center for Mathematical Economics.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943684 OA
Bandini E, de Angelis T, Ferrari G, 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: 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: 2943342 OA
Kemper A, Schmeck MD, 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.
PUB | PDF
 
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; 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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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; 632.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939976 OA
Orlova O (2019)
Personal preferences in networks. Center for Mathematical Economics Working Papers; 631.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939974 OA
Banas L, Ferrari G, Randrianasolo TA (2019)
Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information. Center for Mathematical Economics Working Papers; 630.
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; 629.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
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; 628.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
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; 627.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
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; 626.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937756 OA
Piccirilli M, Schmeck MD, Vargiolu T (2019)
Capturing the power options smile by an additive two-factor model for overlapping futures prices. Center for Mathematical Economics Working Papers; 625.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637 OA
Federico S, Ferrari G, Schuhmann P (2019)
A Model for the Optimal Management of Inflation. Center for Mathematical Economics Working Papers; 624.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937261 OA
Nendel M (2019)
A Note on Stochastic Dominance and Compactness. Center for Mathematical Economics Working Papers; 623.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937258 OA
Denk R, Kupper M, Nendel M (2019)
Convex Semigroups on Banach Lattices. Center for Mathematical Economics Working Papers; 622.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936699 OA
Dianetti J, Ferrari G, Fischer M, Nendel M (2019)
Submodular Mean Field Games. Existence and Approximation of Solutions. Center for Mathematical Economics Working Papers; 621.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936652 OA
Aslan F, Duman P, Trockel W (2019)
Duality for General TU-games Redefined. Center for Mathematical Economics Working Papers; 620.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 

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