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

ISSN: 0931-6558

Publikationen (sortiert nach Titel in absteigender Richtung): 61 bis 80 von 348
ErscheinungsjahrTitelAutor:innen
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
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
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
Publikationen (sortiert nach Titel in absteigender Richtung): 61 bis 80 von 348
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