10 Treffer für Jahr = "2020 - 2022"

• Approximating convex bodies by Cephoids Rosenmüller, Joachim Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, Oktober 2020

• 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

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

• 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

• Nash smoothing on the test bench: Hα-essential equilibria Duman, Papatya ; Trockel, Walter Preliminary version, Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, February 2020

• 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 dividend payout under stochastic discounting Bandini, Elena ; De Angelis, Tiziano ; Ferrari, Giorgio ; Gozzi, Fausto Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, May 2020

• Pricing interest rate derivatives under volatility uncertainty Hölzermann, Julian Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, March 2020

• Singular control of the drift of a Brownian system Federico, Salvatore ; Ferrari, Giorgio ; Schuhmann, Patrick Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, May 2020

• Taming the spread of an epidemic by lockdown policies Federico, Salvatore ; Ferrari, Giorgio Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, July 2020