Working Papers, Center for Mathematical Economics (IMW), Bielefeld University

ISSN: 0931-6558

Collection's Items (Sorted by Title in Descending order): 41 to 60 of 336
Year of PublicationTitleAuthor(s)
2021Two-sided singular control of an inventory with unknown demand trendFederico, Salvatore; Ferrari, Giorgio; Rodosthenous, Neofytos
2021Wasserstein perturbations of Markovian transition semigroupsFuhrmann, Sven; Kupper, Michael; Nendel, Max
2021Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controlsDianetti, Jodi; Ferrari, Giorgio
2021Optimal dividends under Markov-Modulated Bankruptcy LevelFerrari, Giorgio; Schuhmann, Patrick; Zhu, Shihao
2021A free and fair economy: A game of justice and inclusionDemeze-Jouatsa, Ghislain-Herman; Pongou, Roland; Tondji, Jean-Baptiste
2021Stationary discounted and ergodic mean field games of singular controlCao, Haoyang; Dianetti, Jodi; Ferrari, Giorgio
2021Socio-legal systems and implementation of the Nash solution in Debreu-Hurwicz equilibriumHaake, Claus-Jochen; Trockel, Walter
2021Language games under Knightian uncertainty about typesXing, Zhaojun
2020The market price of risk for delivery periods: Pricing swaps and options in electricity marketsKemper, Annika; Schmeck, Maren Diane; Balci, Anna KH.
2020Taming the spread of an epidemic by lockdown policiesFederico, Salvatore; Ferrari, Giorgio
2020Optimal dividend payout under stochastic discountingBandini, Elena; De Angelis, Tiziano; Ferrari, Giorgio; Gozzi, Fausto
2020A Knightian irreversible investment problemFerrari, Giorgio; Li, Hanwu; Riedel, Frank
2020Singular control of the drift of a Brownian systemFederico, Salavatore; Ferrari, Giorgio; Schuhmann, Patrick
2020Pricing interest rate derivatives under volatility uncertaintyHolzermann, Julian
2020Optimal consumption with intertemporal substitution under knightian uncertaintyFerrari, Giorgio; Li, Hanwu; Riedel, Frank
2020Optimal switch from a fossil-fueled to an electric vehicleFalbo, Paolo; Ferrari, Giorgio; Rizzini, Giorgio; Schmeck, Maren Diane
2020Nash smoothing on the test bench: Hα-essential equilibriaDuman, Papatya; Trockel, Walter
2020Approximating convex bodies by CephoidsRosenmüller, Joachim
2020Decomposition of general premium principles into risk and deviationNendel, Max; Schmeck, Maren Diane; Riedel, Frank
2019Universal bounds and monotonicity properties of ratios of hermite and parabolic cylinder functionsKoch, Torben
Collection's Items (Sorted by Title in Descending order): 41 to 60 of 336
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