Ort : Bielefeld Germany

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

• Convex semigroups on Banach lattices Denk, Robert ; Kupper, Michael ; Nendel, Max Elektronische Ressource, Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, September 2019

• Duality for general TU-games redefined Aslan, Fatma ; Duman, Papatya ; Trockel, Walter Elektronische Ressource, Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, July 2019

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

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

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

• A model for the optimal management of inflation Federico, Salvatore ; Ferrari, Giorgio ; Schuhmann, Patrick Elektronische Ressource, Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, September 2019

• Mortality options: the point of view of an insurer Schmeck, Maren Diane ; Schmidli, Hanspeter Elektronische Ressource, Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, May 2019

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

• A note on stochastic dominance and compactness Nendel, Max Elektronische Ressource, Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, September 2019

• On a class of infinite-dimensional singular stochastic control problems Federico, Salvatore ; Ferrari, Giorgio ; Riedel, Frank ; Röckner, Michael Elektronische Ressource, Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, April 2019

• A semigroup approach to nonlinear Lévy processes Denk, Robert ; Kupper, Michael ; Nendel, Max Elektronische Ressource, 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

• Submodular mean field games existence and approximation of solutions Dianetti, Jodi ; Ferrari, Giorgio ; Fischer, Markus ; Nendel, Max Elektronische Ressource, Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, July 2019

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

• Universal bounds and monotonicity properties of ratios of hermite and parabolic cylinder functions Koch, Torben Elektronische Ressource, Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, May 2019

• Upper envelopes of families of feller semigroups and viscosity solutions to a class of nonlinear cauchy problems Nendel, Max ; Röckner, Michael Elektronische Ressource, Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, June 2019