Center for Mathematical Economics Working Papers

From Center for Mathematical Economics, Bielefeld University
Contact information at EDIRC.
Bibliographic data for series maintained by Bettina Weingarten ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

675: A Principal-Agent Framework for Optimal Incentives in Renewable Investments

René Aïd, Annika Kemper and Nizar Touzi

674: Strong Solutions to Submodular Mean Field Games with Common Noise and Related McKean-Vlasov FBSDES

Jodi Dianetti

673: The Role of Price Normalization in Imperfectly Competitive Economies

Volker Böhm

672: Demographic Changes and Asset Prices in an Overlapping Generations Model

Beatrice D. Simo-Kengne, Frank Riedel and Ghislain-Herman Demeze-Jouatsa

671: Consumption Descision, Portfolio Choice and Healthcare Irreversible Investment

Giorgio Ferrari and Shihao Zhu

670: Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty

Hanwu Li, Frank Riedel and Shuzhen Yang

669: Efficient Allocations under Ambiguous Model Uncertainty

Chiaki Hara, Sujoy Mukerji, Frank Riedel and Jean-Marc Tallon

668: The Shapley NTU-Value via Surface Measures

Joachim Rosenmüller

667: Optimal Vaccination in a SIRS Epidemic Model

Salvatore Federico, Giorgio Ferrari and Maria-Laura Torrente

666: Fairness-based Altruism

Yves Breitmoser and Pauline Vorjohann

664: The Texas Shoot-Out under Knightian Uncertainty

Gerrit Bauch and Frank Riedel

663: Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return

Felix Dammann and Giorgio Ferrari

662: Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence

Jonas Blessing, Robert Denk, Michael Kupper and Max Nendel

661: A Unifying Framework for Submodular Mean Field Games

Jodi Dianetti, Giorgio Ferrari, Markus Fischer and Max Nendel

660: Ambiguous Social Choice Functions

Ghislain-Herman Demeze-Jouatsa

659: Network games with heterogeneous players

Olena Orlova

658: Bargaining Solutions via Surface Measures

Joachim Rosenmüller

657: Optimal Dividends under Markov-Modulated Bankruptcy Level

Giorgio Ferrari, Patrick Schuhmann and Shihao Zhu

655: Effects of Noise on the Grammar of Languages

Gerrit Bauch

654: Farsighted Rationality in Hedonic Games

Ghislain-Herman Demeze-Jouatsa and Dominik Karos

653: A Free and Fair Economy: A Game of Justice and Inclusion

Ghislain-Herman Demeze-Jouatsa, Roland Pongou and Jean-Baptiste Tondji

652: Inequity Aversion and Limited Foresight in the Repeated Prisoner’s Dilemma

Teresa Backhaus and Yves Breitmoser

651: Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control

Alessandro Calvia and Giorgio Ferrari

650: Stationary Discounted and Ergodic Mean Field Games of Singular Control

Haoyang Cao, Jodi Dianetti and Giorgio Ferrari

649: Wasserstein Perturbations of Markovian Transition Semigroups

Sven Fuhrmann, Michael Kupper and Max Nendel

648: Optimal Surplus-dependent Reinsurance under Regime-Switching in a Brownian Risk Model

Julia Eisenberg, Lukas Fabrykowski and Maren Diane Schmeck

647: Socio-legal Systems and Implementation of the Nash Solution in Debreu-Hurwicz Equilibrium

Claus-Jochen Haake and Walter Trockel

646: On an Irreversible Investment Problem with Two-Factor Uncertainty

Felix Dammann and Giorgio Ferrari

645: Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal Controls

Jodi Dianetti and Giorgio Ferrari

644: From prejudice to racial profiling and back. A naἴve intuitive statistician's curse

Manuel Förster and Dominik Karos

643: Two-Sided Singular Control of an Inventory with Unknown Demand Trend

Salvatore Federico, Giorgio Ferrari and Neofytos Rodosthenous

642: Optimal Switch from a Fossil-Fueled to an Electric Vehicle

Paolo Falbo, Giorgio Ferrari, Giorgio Rizzini and Maren Diane Schmeck

641: Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty

Giorgio Ferrari, Hanwu Li and Frank Riedel

640: Approximating Convex Bodies by Cephoids

Joachim Rosenmüller

639: Taming the Spread of an Epidemic by Lockdown Policies

Salvatore Federico and Giorgio Ferrari

638: A Decompostion of General Premium Principles into Risk and Deviation

Max Nendel, Maren Diane Schmeck and Frank Riedel

637: Singular Control of the Drift of a Brownian System

Salvatore Federico, Giorgio Ferrari and Patrick Schuhmann

636: Optimal Dividend Payout under Stochastic Discounting

Elena Bandini, Tiziano de Angelis, Giorgio Ferrari and Fausto Gozzi

635: The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets

Annika Kemper, Maren Diane Schmeck and Anna Khripunova Balci

634: A Knightian Irreversible Investment Problem

Giorgio Ferrari, Hanwu Li and Frank Riedel

633: Pricing Interest Rate Derivatives under Volatility Uncertainty

Julian Hölzermann

632: Nash Smoothing on the Test Bench: $H_{\alpha}$ -Essential Equilibria

Papatya Duman and Walter Trockel

631: Personal preferences in networks

Olena Orlova

630: Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information

Lubomir Banas, Giorgio Ferrari and Tsiry Avisoa Randrianasolo

629: Cephoids. Minkowski Sums of DeGua Simplices. Theory and Applications

Joachim Rosenmüller

628: On Nonlinear Expectations and Markov Chains under Model Uncertainty

Max Nendel

627: Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem

Torben Koch and Tiziano Vargiolu

626: Did Partisan Voters Spoil the Country? A Randomized-thought Experiment

Victoria Barham, Ghislain-Herman Demeze-Jouatsa and Roland Pongou

625: Capturing the power options smile by an additive two-factor model for overlapping futures prices

Marco Piccirilli, Maren Diane Schmeck and Tiziano Vargiolu

624: A Model for the Optimal Management of Inflation

Salvatore Federico, Giorgio Ferrari and Patrick Schuhmann