Economics at your fingertips  

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 Downloads
René Aïd, Annika Kemper and Nizar Touzi
674: Strong Solutions to Submodular Mean Field Games with Common Noise and Related McKean-Vlasov FBSDES Downloads
Jodi Dianetti
673: The Role of Price Normalization in Imperfectly Competitive Economies Downloads
Volker Böhm
672: Demographic Changes and Asset Prices in an Overlapping Generations Model Downloads
Beatrice D. Simo-Kengne, Frank Riedel and Ghislain-Herman Demeze-Jouatsa
671: Consumption Descision, Portfolio Choice and Healthcare Irreversible Investment Downloads
Giorgio Ferrari and Shihao Zhu
670: Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty Downloads
Hanwu Li, Frank Riedel and Shuzhen Yang
669: Efficient Allocations under Ambiguous Model Uncertainty Downloads
Chiaki Hara, Sujoy Mukerji, Frank Riedel and Jean-Marc Tallon
668: The Shapley NTU-Value via Surface Measures Downloads
Joachim Rosenmüller
667: Optimal Vaccination in a SIRS Epidemic Model Downloads
Salvatore Federico, Giorgio Ferrari and Maria-Laura Torrente
666: Fairness-based Altruism Downloads
Yves Breitmoser and Pauline Vorjohann
664: The Texas Shoot-Out under Knightian Uncertainty Downloads
Gerrit Bauch and Frank Riedel
663: Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return Downloads
Felix Dammann and Giorgio Ferrari
662: Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence Downloads
Jonas Blessing, Robert Denk, Michael Kupper and Max Nendel
661: A Unifying Framework for Submodular Mean Field Games Downloads
Jodi Dianetti, Giorgio Ferrari, Markus Fischer and Max Nendel
660: Ambiguous Social Choice Functions Downloads
Ghislain-Herman Demeze-Jouatsa
659: Network games with heterogeneous players Downloads
Olena Orlova
658: Bargaining Solutions via Surface Measures Downloads
Joachim Rosenmüller
657: Optimal Dividends under Markov-Modulated Bankruptcy Level Downloads
Giorgio Ferrari, Patrick Schuhmann and Shihao Zhu
655: Effects of Noise on the Grammar of Languages Downloads
Gerrit Bauch
654: Farsighted Rationality in Hedonic Games Downloads
Ghislain-Herman Demeze-Jouatsa and Dominik Karos
653: A Free and Fair Economy: A Game of Justice and Inclusion Downloads
Ghislain-Herman Demeze-Jouatsa, Roland Pongou and Jean-Baptiste Tondji
652: Inequity Aversion and Limited Foresight in the Repeated Prisoner’s Dilemma Downloads
Teresa Backhaus and Yves Breitmoser
651: Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control Downloads
Alessandro Calvia and Giorgio Ferrari
650: Stationary Discounted and Ergodic Mean Field Games of Singular Control Downloads
Haoyang Cao, Jodi Dianetti and Giorgio Ferrari
649: Wasserstein Perturbations of Markovian Transition Semigroups Downloads
Sven Fuhrmann, Michael Kupper and Max Nendel
648: Optimal Surplus-dependent Reinsurance under Regime-Switching in a Brownian Risk Model Downloads
Julia Eisenberg, Lukas Fabrykowski and Maren Diane Schmeck
647: Socio-legal Systems and Implementation of the Nash Solution in Debreu-Hurwicz Equilibrium Downloads
Claus-Jochen Haake and Walter Trockel
646: On an Irreversible Investment Problem with Two-Factor Uncertainty Downloads
Felix Dammann and Giorgio Ferrari
645: Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal Controls Downloads
Jodi Dianetti and Giorgio Ferrari
644: From prejudice to racial profiling and back. A naἴve intuitive statistician's curse Downloads
Manuel Förster and Dominik Karos
643: Two-Sided Singular Control of an Inventory with Unknown Demand Trend Downloads
Salvatore Federico, Giorgio Ferrari and Neofytos Rodosthenous
642: Optimal Switch from a Fossil-Fueled to an Electric Vehicle Downloads
Paolo Falbo, Giorgio Ferrari, Giorgio Rizzini and Maren Diane Schmeck
641: Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty Downloads
Giorgio Ferrari, Hanwu Li and Frank Riedel
640: Approximating Convex Bodies by Cephoids Downloads
Joachim Rosenmüller
639: Taming the Spread of an Epidemic by Lockdown Policies Downloads
Salvatore Federico and Giorgio Ferrari
638: A Decompostion of General Premium Principles into Risk and Deviation Downloads
Max Nendel, Maren Diane Schmeck and Frank Riedel
637: Singular Control of the Drift of a Brownian System Downloads
Salvatore Federico, Giorgio Ferrari and Patrick Schuhmann
636: Optimal Dividend Payout under Stochastic Discounting Downloads
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 Downloads
Annika Kemper, Maren Diane Schmeck and Anna Khripunova Balci
634: A Knightian Irreversible Investment Problem Downloads
Giorgio Ferrari, Hanwu Li and Frank Riedel
633: Pricing Interest Rate Derivatives under Volatility Uncertainty Downloads
Julian Hölzermann
632: Nash Smoothing on the Test Bench: $H_{\alpha}$ -Essential Equilibria Downloads
Papatya Duman and Walter Trockel
631: Personal preferences in networks Downloads
Olena Orlova
630: Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information Downloads
Lubomir Banas, Giorgio Ferrari and Tsiry Avisoa Randrianasolo
629: Cephoids. Minkowski Sums of DeGua Simplices. Theory and Applications Downloads
Joachim Rosenmüller
628: On Nonlinear Expectations and Markov Chains under Model Uncertainty Downloads
Max Nendel
627: Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem Downloads
Torben Koch and Tiziano Vargiolu
626: Did Partisan Voters Spoil the Country? A Randomized-thought Experiment Downloads
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 Downloads
Marco Piccirilli, Maren Diane Schmeck and Tiziano Vargiolu
624: A Model for the Optimal Management of Inflation Downloads
Salvatore Federico, Giorgio Ferrari and Patrick Schuhmann
Page updated 2023-04-02
Sorted by number, numeric part