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

ISSN: 0931-6558

Publikationen (sortiert nach Titel in absteigender Richtung): 61 bis 80 von 336
ErscheinungsjahrTitelAutor:innen
2019Term structure modeling under volatility uncertainty: A forward rate model driven by G-Brownian MotionHölzermann, Julian; Lin, Qian
2019A note on stochastic dominance and compactnessNendel, Max
2019Duality for general TU-games redefinedAslan, Fatma; Duman, Papatya; Trockel, Walter
2019Immigration, social networks and occupational mismatchAlaverdyan, Sevak; Zaharieva, Anna
2019Numerical appromixation of the value of a stochastic differential game with asymmetric informationBanas, Lubomir; Ferrari, Giorgio; Randrianasolo, Tsiry A.
2019On nonlinear expectations and Markov chains under model uncertaintyNendel, Max
2019Upper envelopes of families of feller semigroups and viscosity solutions to a class of nonlinear cauchy problemsNendel, Max; Röckner, Michael
2019Mortality options: the point of view of an insurerSchmeck, Maren Diane; Schmidli, Hanspeter
2019A model for the optimal management of inflationFederico, Salvatore; Ferrari, Giorgio; Schuhmann, Patrick
2019Locally constant model uncertainty risk measureObradović, Lazar
2019Game options under Knightian uncertainty in discrete timeRubbenstroth, Bodo
2019Did Partisan voters spoil the country? A randomized-thought experimentBarham, Victoria; Demeze-Jouatsa, Ghislain-Herman; Pongou, Roland
2019Optimal control of debt-to-GDP ratio in an N-state regime switching economyFerrari, Giorgio; Rodosthenous, Neofytos
2019Capturing the power options smile by an additive two-factor model for overlapping futures pricesPiccirilli, Marco; Schmeck, Maren Diane; Vargiolu, Tiziano
2019Submodular mean field games: Existence and approximation of solutionsDianetti, Jodi; Ferrari, Giorgio; Fischer, Markus; Nendel, Max
2019Optimal reduction of public debt under partial observation of the economic growthCallegaro, Giorgia; Ceci, Claudia; Ferrari, Giorgio
2019Cephoids: Minkowski sums of deGua Simplices : Theory and applicationsRosenmüller, Joachim
2019On a class of infinite-dimensional singular stochastic control problemsFederico, Salvatore; Ferrari, Giorgio; Riedel, Frank; Röckner, Michael
2019Stable balanced expansion in homogeneous dynamic modelsBöhm, Volker
2019Optimal installation of solar panels with price impact: A solvable singular stochastic control problemKoch, Torben; Vargiolu, Tiziano
Publikationen (sortiert nach Titel in absteigender Richtung): 61 bis 80 von 336
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