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

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 286
Year of PublicationTitleAuthor(s)
2020 Optimal dividend payout under stochastic discountingBandini, Elena; De Angelis, Tiziano; Ferrari, Giorgio; Gozzi, Fausto
2020 The market price of risk for delivery periods: Pricing swaps and options in electricity marketsKemper, Annika; Schmeck, Maren Diane; Balci, Anna KH.
2020 Singular control of the drift of a Brownian systemFederico, Salavatore; Ferrari, Giorgio; Schuhmann, Patrick
2020 Taming the spread of an epidemic by lockdown policiesFederico, Salvatore; Ferrari, Giorgio
2020 Decomposition of general premium principles into risk and deviationNendel, Max; Schmeck, Maren Diane; Riedel, Frank
2020 Approximating convex bodies by CephoidsRosenmüller, Joachim
2020 A Knightian irreversible investment problemFerrari, Giorgio; Li, Hanwu; Riedel, Frank
2020 Pricing interest rate derivatives under volatility uncertaintyHolzermann, Julian
2020 Nash smoothing on the test bench: Hα-essential equilibriaDuman, Papatya; Trockel, Walter
2019 Locally constant model uncertainty risk measureObradović, Lazar
2019 Optimal control of debt-to-GDP ratio in an N-state regime switching economyFerrari, Giorgio; Rodosthenous, Neofytos
2019 Optimal reduction of public debt under partial observation of the economic growthCallegaro, Giorgia; Ceci, Claudia; Ferrari, Giorgio
2019 Nonzero-sum submodular monotone-follower games: Existence and approximation of Nash equilibriaDianetti, Jodi; Ferrari, Giorgio
2019 Universal bounds and monotonicity properties of ratios of hermite and parabolic cylinder functionsKoch, Torben
2019 Immigration, social networks and occupational mismatchAlaverdyan, Sevak; Zaharieva, Anna
2019 Stable balanced expansion in homogeneous dynamic modelsBöhm, Volker
2019 Mortality options: the point of view of an insurerSchmeck, Maren Diane; Schmidli, Hanspeter
2019 Upper envelopes of families of feller semigroups and viscosity solutions to a class of nonlinear cauchy problemsNendel, Max; Röckner, Michael
2019 Game options under Knightian uncertainty in discrete timeRubbenstroth, Bodo
2019 Duality for general TU-games redefinedAslan, Fatma; Duman, Papatya; Trockel, Walter
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 286