24 Treffer für Jahr = "2020 - 2022"

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

• Convex monotone semigroups and their generators with respect to gamma-convergence Blessing, Jonas ; Denk, Robert ; Kupper, Michael ; Nendel, Max Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, February 2022

• 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

• Efficient allocations under ambiguous model uncertainty Hara, Chiaki ; Mukerji, Sujoy ; Riedel, Frank ; Tallon, Jean-Marc Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, October 2022

• Fairness-based altruism Breitmoser, Yves ; Vorjohann, Pauline Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, May 2022

• A free and fair economy a game of justice and inclusion Demeze-Jouatsa, Ghislain-Herman ; Pongou, Roland ; Tondji, Jean-Baptiste Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, July 2021

• Inequity aversion and limited foresight in the repeated prisoner's dilemma Backhaus, Teresa ; Breitmoser, Yves Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, August 2021

• 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

• Nonlinear filtering of partially observed systems arising in singular stochastic optimal control Calvia, Alessandro ; Ferrari, Giorgio Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, June 2021

• Operator semigroups in the mixed topology and the infinitesimal description of Markov processes Goldys, Ben ; Nendel, Max ; Röckner, Michael Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, April 2022

• 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

• Optimal execution with multiplicative price impact and incomplete information on the return Dammann, Felix ; Ferrari, Giorgio Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, February 2022

• Optimal vaccination in a SIRS epedemic model Federico, Salvatore ; Ferrari, Giorgio ; Torrente, Maria-Laura Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, June 2022

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

• The Shapley NTU-value via surface measures Rosenmüller, Joachim Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, August 2022

• 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

• Stationary discounted and ergodic mean field games of singular control Cao, Haoyang ; Dianetti, Jodi ; Ferrari, Giorgio Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, May 2021