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643 Publikationen

2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2942252 OA
A Knightian Irreversible Investment Problem
Ferrari G, Li H, Riedel F (2020) Center for Mathematical Economics Working Papers; 634.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943342 OA
The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets
Kemper A, Schmeck MD, Khripunova Balci A (2020) Center for Mathematical Economics Working Papers; 635.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943344 OA
Stable Balanced Expansion in Homogeneous Dynamic Models
Böhm V (2020) Center for Mathematical Economics Working Papers; 617, Revised Version: May 12,2020.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943684 OA
Optimal Dividend Payout under Stochastic Discounting
Bandini E, de Angelis T, Ferrari G, Gozzi F (2020) Center for Mathematical Economics Working Papers; 636.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943686 OA
Singular Control of the Drift of a Brownian System
Federico S, Ferrari G, Schuhmann P (2020) Center for Mathematical Economics Working Papers; 637.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941268 OA
Nash Smoothing on the Test Bench: $H_{\alpha}$ -Essential Equilibria
Duman P, Trockel W (2020) Center for Mathematical Economics Working Papers; 632.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2941772 OA
Pricing Interest Rate Derivatives under Volatility Uncertainty
Hölzermann J (2020) Center for Mathematical Economics Working Papers; 633.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935705 OA
Universal Bounds and Monotonicity Properties of Ratios of Hermite and Parabolic Cylinder Functions
Koch T (2019) Center for Mathematical Economics Working Papers; 615.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935798 OA
Mortality Options: the Point of View of an Insurer
Schmeck MD, Schmidli H (2019) Center for Mathematical Economics Working Papers; 616.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934230 OA
A Semigroup Approach to Nonlinear Lévy Processes
Denk R, Kupper M, Nendel M (2019) Center for Mathematical Economics Working Papers; 610.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933360 OA
Optimal Reduction of Public Debt under Partial Observation of the Economic Growth
Callegaro G, Ceci C, Ferrari G (2019) Center for Mathematical Economics Working Papers; 608.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933748 OA
Locally Constant Model Uncertainty Risk Measure
Obradovic L (2019) Center for Mathematical Economics Working Papers; 609.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813 OA
Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy
Ferrari G, Rodosthenous N (2019) Center for Mathematical Economics Working Papers; 589, Aktual. Version Februar 2019.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374 OA
On a Class of Infinite-Dimensional Singular Stochastic Control Problems
Federico S, Ferrari G, Riedel F, Röckner M (2019) Center for Mathematical Economics Working Papers; 614.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2932994 OA
Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria
Dianetti J, Ferrari G (2019) Center for Mathematical Economics Working Papers; 605.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939265 OA
On Nonlinear Expectations and Markov Chains under Model Uncertainty
Nendel M (2019) Center for Mathematical Economics Working Papers; 628.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939557 OA
Cephoids. Minkowski Sums of DeGua Simplices. Theory and Applications
Rosenmüller J (2019) Center for Mathematical Economics Working Papers; 629.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936652 OA
Duality for General TU-games Redefined
Aslan F, Duman P, Trockel W (2019) Center for Mathematical Economics Working Papers; 620.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936699 OA
Submodular Mean Field Games. Existence and Approximation of Solutions
Dianetti J, Ferrari G, Fischer M, Nendel M (2019) Center for Mathematical Economics Working Papers; 621.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934489 OA
A Note on Dynamic Consistency in Ambiguous Persuasion
Pahlke M (2019) Center for Mathematical Economics Working Papers; 611.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 

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