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

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 267
Year of PublicationTitleAuthor(s)
2019 Stable balanced expansion in homogeneous dynamic modelsBöhm, Volker
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 Mortality options: the point of view of an insurerSchmeck, Maren Diane; Schmidli, Hanspeter
2019 A note on dynamic consistency in ambiguous persuasionPahlke, Marieke
2019 Universal bounds and monotonicity properties of ratios of hermite and parabolic cylinder functionsKoch, Torben
2019 Optimal control of debt-to-GDP ratio in an N-state regime switching economyFerrari, Giorgio; Rodosthenous, Neofytos
2019 Locally constant model uncertainty risk measureObradović, Lazar
2019 Nonzero-sum submodular monotone-follower games: Existence and approximation of Nash equilibriaDianetti, Jodi; Ferrari, Giorgio
2019 Term structure modeling under volatility uncertainty: A forward rate model driven by G-Brownian MotionHölzermann, Julian; Lin, Qian
2019 A semigroup approach to nonlinear Lévy processesDenk, Robert; Kupper, Michael; Nendel, Max
2019 Immigration, social networks and occupational mismatchAlaverdyan, Sevak; Zaharieva, Anna
2019 Optimal reduction of public debt under partial observation of the economic growthCallegaro, Giorgia; Ceci, Claudia; Ferrari, Giorgio
2019 Duality for general TU-games redefinedAslan, Fatma; Duman, Papatya; Trockel, Walter
2019 On a class of infinite-dimensional singular stochastic control problemsFederico, Salvatore; Ferrari, Giorgio; Riedel, Frank; Röckner, Michael
2019 Submodular mean field games: Existence and approximation of solutionsDianetti, Jodi; Ferrari, Giorgio; Fischer, Markus; Nendel, Max
2018 The transmission of continuous cultural traits in endogenous social networksHellmann, Tim; Panebianco, F.
2018 Optimal management of debt-to-GDP ratio with regime-switching interest rateFerrari, Giorgio; Rodosthenous, Neofytos
2018 A complete folk theorem for finitely repeated gamesDemeze-Jouatsa, Ghislain H.
2018 Repetition and cooperation: A model of finitely repeated games with objective ambiguityDemeze-Jouatsa, Ghislain H.
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 267