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11 Publikationen

2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2912499
Subgame-perfect equilibria in stochastic timing games
Riedel F, Steg J-H (2017)
Journal of Mathematical Economics 72: 36-50.
PUB | DOI | WoS
 
2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904756
Optimal entry to an irreversible investment plan with non convex costs
de Angelis T, Ferrari G, Martyr R, Moriarty J (2016) Center for Mathematical Economics Working Papers; 566.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2902223
On preemption in discrete and continuous time
Steg J-H (2016) Center for Mathematical Economics Working Papers; 556.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2782593
Optimal dynamic procurement policies for a storable commodity with Levy prices and convex holding costs
Chiarolla MB, Ferrari G, Stabile G (2015)
European Journal of Operational Research 247(3): 847-858.
PUB | DOI | WoS
 
2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2698781
On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time
Staudigl M, Steg J-H (2014) Center for Mathematical Economics Working Papers; 525.
Bielefeld: Center for Mathematical Economics.
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2698773
Subgame-Perfect Equilibria in Stochastic Timing Games
Riedel F, Steg J-H (2014) Center for Mathematical Economics Working Papers; 524.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2635874
Existence of financial equilibria in continuous time with potentially complete markets
Riedel F, Herzberg F (2013)
Journal Of Mathematical Economics 49(5): 398-404.
PUB | DOI | WoS
 
2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 2909312
Existence of financial equilibria in continuous time with potentially complete markets
Riedel F, Herzberg F (2010) Working Papers. Institute of Mathematical Economics; 443.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 1943934
Optimal Stopping under Ambiguity in Continuous Time
Riedel F (2010) Working Papers. Institute of Mathematical Economics; 429.
Bielefeld: Universität Bielefeld.
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2010 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1795893
On equilibrium prices in continuous time
Martins-da-Rocha VF, Riedel F (2010)
JOURNAL OF ECONOMIC THEORY 145(3): 1086-1112.
PUB | DOI | WoS | arXiv
 
2008 | Diskussionspapier | Veröffentlicht | PUB-ID: 2316111
On equilibrium prices in continuous time
Martins-da-Rocha VF, Riedel F (2008) Working Papers. Institute of Mathematical Economics; 397.
Bielefeld: Universität Bielefeld.
PUB | PDF
 

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