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Center for Mathematical Economics Working Papers

From Center for Mathematical Economics, Bielefeld University
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623: A Note on Stochastic Dominance and Compactness Downloads
Max Nendel
622: Convex Semigroups on Banach Lattices Downloads
Robert Denk, Michael Kupper and Max Nendel
621: Submodular Mean Field Games. Existence and Approximation of Solutions Downloads
Jodi Dianetti, Giorgio Ferrari, Markus Fischer and Max Nendel
620: Duality for General TU-games Redefined Downloads
Fatma Aslan, Papatya Duman and Walter Trockel
619: Game Options under Knightian Uncertainty in Discrete Time Downloads
Bodo Rubbenstroth
618: Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems Downloads
Max Nendel and Michael Röckner
617: Stable Balanced Expansion in Homogeneous Dynamic Models Downloads
Volker Böhm
616: Mortality Options: the Point of View of an Insurer Downloads
Maren Diane Schmeck and Hanspeter Schmidli
615: Universal Bounds and Monotonicity Properties of Ratios of Hermite and Parabolic Cylinder Functions Downloads
Torben Koch
614: On a Class of Infinite-Dimensional Singular Stochastic Control Problems Downloads
Salvatore Federico, Giorgio Ferrari, Frank Riedel and Michael Röckner
613: Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion Downloads
Julian Hölzermann and Qian Lin
612: Immigration, Social Networks and Occupational Mismatch Downloads
Sevak Alaverdyan and Anna Zaharieva
611: A Note on Dynamic Consistency in Ambiguous Persuasion Downloads
Marieke Pahlke
610: A Semigroup Approach to Nonlinear Lévy Processes Downloads
Robert Denk, Michael Kupper and Max Nendel
609: Locally Constant Model Uncertainty Risk Measure Downloads
Lazar Obradovic
608: Optimal Reduction of Public Debt under Partial Observation of the Economic Growth Downloads
Giorgia Callegaro, Claudia Ceci and Giorgio Ferrari
607: Superhedging prices of European and American options in a non-linear incomplete market with default Downloads
Miryana Grigorova, Marie-Claire Quenez and Agnès Sulem
606: Optimal stopping under $\textit{G}$-expectation Downloads
Hanwu Li
605: Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria Downloads
Jodi Dianetti and Giorgio Ferrari
604: Expectation Formation and Learning in the Labour Market with On-the-Job Search and Nash Bargaining Downloads
Erdenebulgan Damdinsuren and Anna Zaharieva
603: An optimal extraction problem with price impact Downloads
Giorgio Ferrari and Torben Koch
602: The Dynamics of Balanced Expansion in Monetary Economies with Sovereign Debt Downloads
Volker Böhm
601: Social Networks, Promotions, and the Glass-Ceiling Effect Downloads
Michael Neugart and Anna Zaharieva
600: Labor Market Segmentation and Efficient Bargaining in a Macroeconomic Model Downloads
Oliver Claas
599: Dynamic Consistency in Incomplete Information Games with Multiple Priors Downloads
Marieke Pahlke
598: Doubly Reflected BSDEs and $\mathcal{E}$$^ƒ$-Dynkin games: beyond the right-continuous case Downloads
Miryana Grigorova, Peter Imkeller, Marie-Claire Quenez and Youssef Ouknine
597: Equilibria under Knightian Price Uncertainty Downloads
Patrick Beißner and Frank Riedel
596: Regularity and Asymptotic Behaviour for a Damped Plate-Membrane Transmission Problem Downloads
Bienvenido Barraz Martínez, Robert Denk, Jairo Hernández Monzón, Felix Kammerlander and Max Nendel
595: An Optimal Dividend Problem with Capital Injections over a Finite Horizon Downloads
Giorgio Ferrari and Patrick Schuhmann
594: On the Singular Control of Exchange Rates Downloads
Giorgio Ferrari and Tiziano Vargiolu
593: Dynamically Consistent α-Maxmin Expected Utility Downloads
Patrick Beißner, Qian Lin and Frank Riedel
592: On a Class of Singular Stochastic Control Problems for Reflected Diffusions Downloads
Giorgio Ferrari
591: A Note on a New Existence Result for Reflected BSDES with Interconnected Obstacles Downloads
Tiziano de Angelis, Giorgio Ferrari and Saïd Hamadène
590: Reflected Solutions of BSDEs Driven by $\textit{G}$-Brownian Motion Downloads
Hanwu Li, Shige Peng and Abdoulaye Soumana Hima
589: Optimal Management of Debt-To-GDP Ratio with Regime-Switching Interest Rate Downloads
Giorgio Ferrari and Neofytos Rodosthenous
588: Markov Chains under Nonlinear Expectation Downloads
Max Nendel
587: Optimal Stopping With ƒ-Expectations: the irregular case Downloads
Miryana Grigorova, Peter Imkeller, Youssef Ouknine and Marie-Claire Quenez
586: On a Strategic Model of Pollution Control Downloads
Giorgio Ferrari and Torben Koch
585: Repetition and cooperation: A model of finitely repeated games with objective ambiguity Downloads
Ghislain-Herman Demeze-Jouatsa
584: A complete folk theorem for finitely repeated games Downloads
Ghislain-Herman Demeze-Jouatsa
583: A note on ”Necessary and sufficient conditions for the perfect finite horizon folk theorem” [Econometrica, 63 (2): 425-430, 1995.] Downloads
Ghislain-Herman Demeze-Jouatsa
582: Bond Pricing under Knightian Uncertainty. A Short Rate Model with Drift and Volatility Uncertainty Downloads
Julian Hölzermann
581: vNM–Stable Sets for Totally Balanced Games Downloads
Joachim Rosenmüller
580: Robust Maximum Detection: Full Information Best Choice Problem under Multiple Priors Downloads
Lazar Obradović
579: The transmission of continuous cultural traits in endogenous social networks Downloads
Tim Hellmann and Fabrizio Panebianco
578: Formal search and referrals from a firm's perspective Downloads
Martina Rebien, Michael Stops and Anna Zaharieva
577: Thoughts on social design Downloads
Walter Trockel and Claus-Jochen Haake
576: The impartial observer under uncertainty Downloads
Stefan Berens and Lasha Chochua
575: Viability and arbitrage under Knightian Uncertainty Downloads
Matteo Burzoni, Frank Riedel and Halil Mete Soner
574: Asymmetric dominance effect with multiple decoys for low- and high-variance lotteries Downloads
Oktay Sürücü, Sonja Brangewitz and Behnud Mir Djawadi
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