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

Collection's Items (Sorted by Title in Descending order): 21 to 40 of 286
Year of PublicationTitleAuthor(s)
2019 Submodular mean field games: Existence and approximation of solutionsDianetti, Jodi; Ferrari, Giorgio; Fischer, Markus; Nendel, Max
2019 A semigroup approach to nonlinear Lévy processesDenk, Robert; Kupper, Michael; Nendel, Max
2019 On a class of infinite-dimensional singular stochastic control problemsFederico, Salvatore; Ferrari, Giorgio; Riedel, Frank; Röckner, Michael
2019 Term structure modeling under volatility uncertainty: A forward rate model driven by G-Brownian MotionHölzermann, Julian; Lin, Qian
2019 A note on dynamic consistency in ambiguous persuasionPahlke, Marieke
2019 A model for the optimal management of inflationFederico, Salvatore; Ferrari, Giorgio; Schuhmann, Patrick
2019 Convex semigroups on Banach latticesDenk, Robert; Kupper, Michael; Nendel, Max
2019 Capturing the power options smile by an additive two-factor model for overlapping futures pricesPiccirilli, Marco; Schmeck, Maren Diane; Vargiolu, Tiziano
2019 A note on stochastic dominance and compactnessNendel, Max
2019 Cephoids: Minkowski sums of deGua Simplices : Theory and applicationsRosenmüller, Joachim
2019 Personal preferences in networksOrlova, Olena
2019 Optimal installation of solar panels with price impact: A solvable singular stochastic control problemKoch, Torben; Vargiolu, Tiziano
2019 Numerical appromixation of the value of a stochastic differential game with asymmetric informationBanas, Lubomir; Ferrari, Giorgio; Randrianasolo, Tsiry A.
2019 Did Partisan voters spoil the country? A randomized-thought experimentBarham, Victoria; Demeze-Jouatsa, Ghislain-Herman; Pongou, Roland
2019 On nonlinear expectations and Markov chains under model uncertaintyNendel, Max
2018 Robust maximum detection: Full information best choice problem under multiple priorsObradović, Lazar
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.
2018 Bond pricing under Knightian uncertainty: A short rate model with drift and volatility uncertaintyHölzermann, Julian
2018 VNM-Stable Sets for totally balanced gamesRosenmüller, Joachim
Collection's Items (Sorted by Title in Descending order): 21 to 40 of 286
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