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

ISSN: 0931-6558

Collection's Items (Sorted by Title in Descending order): 21 to 40 of 374
Year of PublicationTitleAuthor(s)
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
2023Strong solutions to submodular mean field games with common noise and related McKean-Vlasov FBSDESDianetti, Jodi
2023Striking the balance: Life insurance timing and asset allocation in financial planningChen, An; Ferrari, Giorgio; Zhu, Shihao
2023Irreversible reinsurance: Minimization of capital injections in presence of a fixed costFederico, Salvatore; Ferrari, Giorgio; Torrente, Maria Laura
2023Optimal retirement choice under age-dependent force of mortalityFerrari, Giorgio; Zhu, Shihao
2023Optimal multiple stopping problem under nonlinear expectationLi, Hanwu
Collection's Items (Sorted by Title in Descending order): 21 to 40 of 374
Browse