14 Titel in Alle Pflichtdokumente → 300 Sozialwissenschaften → 330 Wirtschaft

• Capturing the power options smile by an additive two-factor model for overlapping futures prices Piccirilli, Marco ; Schmeck, Maren Diane ; Vargiolu, Tiziano Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, September 2019

• Cephoids Minkowski sums of deGua Simplices : theory and applications Rosenmüller, Joachim Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, Dezember 2019

• Decomposition of general premium principles into risk and deviation Nendel, Max ; Schmeck, Maren Diane ; Riedel, Frank [aktual. Version], Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, July 2020

• Game options under Knightian uncertainty in discrete time Rubbenstroth, Bodo Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, June 2019

• Immigration, social networks and occupational mismatch Alaverdyan, Sevak ; Zaharieva, Anna Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, March 2019

• A Knightian irreversible investment problem Ferrari, Giorgio ; Li, Hanwu ; Riedel, Frank Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, March 2020

• Locally constant model uncertainty risk measure Obradović, Lazar Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, February 2019

• The market price of risk for delivery periods pricing swaps and options in electricity markets Kemper, Annika ; Schmeck, Maren D. ; Balci, Anna KH. Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, April 2020

• A note on dynamic consistency in ambiguous persuasion Pahlke, Marieke Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, March 2019

• Optimal consumption with intertemporal substitution under knightian uncertainty Ferrari, Giorgio ; Li, Hanwu ; Riedel, Frank Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, November 2020

• Optimal installation of solar panels with price impact a solvable singular stochastic control problem Koch, Torben ; Vargiolu, Tiziano Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, November 2019

• A semigroup approach to nonlinear Lévy processes Denk, Robert ; Kupper, Michael ; Nendel, Max Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, March 2019

• Stable balanced expansion in homogeneous dynamic models Böhm, Volker Version: June 4, 2019, Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, June 2019

• Term structure modeling under volatility uncertainty a forward rate model driven by G-Brownian Motion Hölzermann, Julian ; Lin, Qian Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, April 2019