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

ISSN: 0931-6558

Collection's Items (Sorted by Title in Descending order): 81 to 100 of 379
Year of PublicationTitleAuthor(s)
2021Convex semigroups on Lp-like spacesDenk, Robert; Kupper, Michael; Nendel, Max
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
2020A note on stochastic dominance, uniform integrability, and lattice propertiesNendel, Max
2020Convex monotone semigroups on lattices of continuous functionsDenk, Robert; Kupper, Michael; Nendel, Max
2020Backward stochastic differential equations driven by G-Brownian motion with double reflectionsLi, Hanwu; Song, Yongsheng
2020Robust Orlicz spaces: Observations and caveatsLiebrich, Felix-Benedikt; Nendel, Max
2020A singular stochastic control problem with interconnected dynamicsFederico, Salvatore; Ferrari, Giorgio; Schuhmann, Patrick
2020Reflected backward stochastic differential equation driven by G-Brownian motion with an upper obstacleLi, Hanwu; Peng, Shige
2019Universal bounds and monotonicity properties of ratios of hermite and parabolic cylinder functionsKoch, Torben
2019Term structure modeling under volatility uncertainty: A forward rate model driven by G-Brownian MotionHölzermann, Julian; Lin, Qian
Collection's Items (Sorted by Title in Descending order): 81 to 100 of 379
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