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

ISSN: 0931-6558

Publikationen (sortiert nach Titel in absteigender Richtung): 21 bis 40 von 379
ErscheinungsjahrTitelAutor:innen
2024A mean-field model of optimal investmentCalvia, Alessandro; Federico, Salvatore; Ferrari, Giorgio; Gozzi, Fausto
2024Optimal consumption and investment under relative performance citeria with Epstein-Zin utilityDianetti, Jodi; Riedel, Frank; Stanza, Lorenzo
2024Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spacesFederico, Salvatore; Ferrari, Giorgio; Riedel, Frank; Röckner, Michael
2024Cooperation, correlation and competition in ergodic N-player games and mean-field games of singular controls: A case studyCannerozzi, Federico; Ferrari, Giorgio
2024Optimal consumption for recursive preferences with local substitution under riskLi, Hanwu; Riedel, Frank
2024Arbitrage pricing in convex, cash-additive marketsLécuyer, Emy; Riedel, Frank; Stanca, Lorenzo
2024Restricted dominant unanimity and social discountingBach Dong Xuan; Qu, Xiangyu
2024A comparison principle based on couplings of partial integro-differential operatorsDella Corte, Serena; Fuchs, Fabian; Kraaij, Richard; Nendel, Max
2024NTU-Solutions for the taxation gameRosenmüller, Joachim
2024Output uncertainty mitigation in competitive marketsLi, Bingbing; Long, Yan
2024Cash-constrained R&D investmentDawid, Herbert; Riedel, Frank; Steg, Jan-Henrik; Wen, Xingang
2024A parametric approach to the estimation of convex risk functionals based on Wasserstein distanceNendel, Max; Sgarabottolo, Alessandro
2024Lower semicontinuity of monotone functionals in the mixed topology on CbNendel, Max
2023Ergodic mean-field games of singular control with regime-switchingDianetti, Jodi; Ferrari, Giorgio; Tzouanas, Ioannis
2023A stationary mean-field equilibrium model of irreversible investment in a two-regime economyAïd, René; Basei, Matteo; Ferrari, Giorgio
2023Convergence of infinitesimal generators and stability of convex monotone semigroupsBlessing, Jonas; Kupper, Michael; Nendel, Max
2023Linear-quadratic-singular stochastic differential games and applicationsDianetti, Jodi
2023Uncertainty over uncertainty in environmental policy adoption: Bayesian larning of unpredictable socioeconomic costsBasei, Matteo; Ferrari, Giorgio; Rodosthenous, Neofytos
2023Pricing of electricity swaps with geometric averagingKemper, Annika; Schmeck, Maren Diane
2023A principal-agent framework optimal incentives in renewable investmentsAïd, René; Kemper, Annika; Touzi, Nizar
Publikationen (sortiert nach Titel in absteigender Richtung): 21 bis 40 von 379
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