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25 Publikationen

2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840
Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion
Hölzermann J, Lin Q (2019) Center for Mathematical Economics Working Papers; 613.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933126
Optimal stopping under $\textit{G}$-expectation
Li H (2018) Center for Mathematical Economics Working Papers; 606.
Bielefeld: Center for Mathematical Economics.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930378
Bond Pricing under Knightian Uncertainty. A Short Rate Model with Drift and Volatility Uncertainty
Hölzermann J (2018) Center for Mathematical Economics Working Papers; 582.
Bielefeld: Center for Mathematical Economics.
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2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2921223
Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
Beißner P, Riedel F (2018)
FINANCE AND STOCHASTICS 22(3): 603-620.
PUB | DOI | WoS
 
2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2909171
Uncertain acts in games
Riedel F (2017) Center for Mathematical Economics Working Papers; 571.
Bielefeld: Center for Mathematical Economics.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930436
Dynamically Consistent α-Maxmin Expected Utility
Beißner P, Lin Q, Riedel F (2017) Center for Mathematical Economics Working Papers; 593.
Bielefeld: Center for Mathematical Economics.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2912963
Viability and arbitrage under Knightian Uncertainty
Burzoni M, Riedel F, Soner HM (2017) Center for Mathematical Economics Working Papers; 575.
Bielefeld: Center for Mathematical Economics.
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2016 | Bielefelder E-Dissertation | PUB-ID: 2907329
Essays on two-player games with asymmetric information
Sun L (2016)
Bielefeld: Universität Bielefeld.
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2903538
Knight-Walras equilibria
Beißner P, Riedel F (2016) Center for Mathematical Economics Working Papers; 558.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901361
Disambiguation of Ellsberg equilibria in 2x2 normal form games
Decerf B, Riedel F (2016) Center for Mathematical Economics Working Papers; 554.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2900480
Fear of the market or fear of the competitor? Ambiguity in a real options game
Hellmann T, Thijssen JJJ (2016) Center for Mathematical Economics Working Papers; 533, Januar 2016.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2917108
Brownian equilibria under Knightian uncertainty
Beißner P (2015)
MATHEMATICS AND FINANCIAL ECONOMICS 9(1): 39-56.
PUB | DOI | WoS
 
2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2675321
Optimal consumption and portfolio choice with ambiguity
Lin Q, Riedel F (2014) Center for Mathematical Economics Working Papers; 497.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2677397
Ellsberg games
Riedel F, Sass L (2014)
Theory and Decision 76(4): 469-509.
PUB | DOI | WoS
 
2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901673
Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty
Riedel F, Beißner P (2014) Center for Mathematical Economics Working Papers; 527.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2013 | Bielefelder E-Dissertation | PUB-ID: 2632479 PUB | PDF
 
2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901463
Radner Equilibria under Ambiguous Volatility
Beißner P (2013) Center for Mathematical Economics Working Papers; 493.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2612791
Intertemporal equilibria with Knightian uncertainty
Dana R-A, Riedel F (2013)
Journal Of Economic Theory 148(4): 1582-1605.
PUB | DOI | WoS
 
2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674088
Kuhn's Theorem for Extensive Form Ellsberg Games
Sass L (2013) Center for Mathematical Economics Working Papers; 478.
Bielefeld: Center for Mathematical Economics.
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2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2675233
Aggregation of Monotonic Bernoullian Archimedean preferences: Arrovian impossibility results
Herzberg F (2013) Center for Mathematical Economics Working Papers; 488.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 

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