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

Max Nendel

622: Convex Semigroups on Banach Lattices

Robert Denk, Michael Kupper and Max Nendel

621: Submodular Mean Field Games. Existence and Approximation of Solutions

Jodi Dianetti, Giorgio Ferrari, Markus Fischer and Max Nendel

620: Duality for General TU-games Redefined

Fatma Aslan, Papatya Duman and Walter Trockel

619: Game Options under Knightian Uncertainty in Discrete Time

Bodo Rubbenstroth

618: Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems

Max Nendel and Michael Röckner

617: Stable Balanced Expansion in Homogeneous Dynamic Models

Volker Böhm

616: Mortality Options: the Point of View of an Insurer

Maren Diane Schmeck and Hanspeter Schmidli

615: Universal Bounds and Monotonicity Properties of Ratios of Hermite and Parabolic Cylinder Functions

Torben Koch

614: On a Class of Infinite-Dimensional Singular Stochastic Control Problems

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

Julian Hölzermann and Qian Lin

612: Immigration, Social Networks and Occupational Mismatch

Sevak Alaverdyan and Anna Zaharieva

611: A Note on Dynamic Consistency in Ambiguous Persuasion

Marieke Pahlke

610: A Semigroup Approach to Nonlinear Lévy Processes

Robert Denk, Michael Kupper and Max Nendel

609: Locally Constant Model Uncertainty Risk Measure

Lazar Obradovic

608: Optimal Reduction of Public Debt under Partial Observation of the Economic Growth

Giorgia Callegaro, Claudia Ceci and Giorgio Ferrari

607: Superhedging prices of European and American options in a non-linear incomplete market with default

Miryana Grigorova, Marie-Claire Quenez and Agnès Sulem

606: Optimal stopping under $\textit{G}$-expectation

Hanwu Li

605: Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria

Jodi Dianetti and Giorgio Ferrari

604: Expectation Formation and Learning in the Labour Market with On-the-Job Search and Nash Bargaining

Erdenebulgan Damdinsuren and Anna Zaharieva

603: An optimal extraction problem with price impact

Giorgio Ferrari and Torben Koch

602: The Dynamics of Balanced Expansion in Monetary Economies with Sovereign Debt

Volker Böhm

601: Social Networks, Promotions, and the Glass-Ceiling Effect

Michael Neugart and Anna Zaharieva

600: Labor Market Segmentation and Efficient Bargaining in a Macroeconomic Model

Oliver Claas

599: Dynamic Consistency in Incomplete Information Games with Multiple Priors

Marieke Pahlke

598: Doubly Reflected BSDEs and $\mathcal{E}$$^ƒ$-Dynkin games: beyond the right-continuous case

Miryana Grigorova, Peter Imkeller, Marie-Claire Quenez and Youssef Ouknine

597: Equilibria under Knightian Price Uncertainty

Patrick Beißner and Frank Riedel

596: Regularity and Asymptotic Behaviour for a Damped Plate-Membrane Transmission Problem

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

Giorgio Ferrari and Patrick Schuhmann

594: On the Singular Control of Exchange Rates

Giorgio Ferrari and Tiziano Vargiolu

593: Dynamically Consistent α-Maxmin Expected Utility

Patrick Beißner, Qian Lin and Frank Riedel

592: On a Class of Singular Stochastic Control Problems for Reflected Diffusions

Giorgio Ferrari

591: A Note on a New Existence Result for Reflected BSDES with Interconnected Obstacles

Tiziano de Angelis, Giorgio Ferrari and Saïd Hamadène

590: Reflected Solutions of BSDEs Driven by $\textit{G}$-Brownian Motion

Hanwu Li, Shige Peng and Abdoulaye Soumana Hima

589: Optimal Management of Debt-To-GDP Ratio with Regime-Switching Interest Rate

Giorgio Ferrari and Neofytos Rodosthenous

588: Markov Chains under Nonlinear Expectation

Max Nendel

587: Optimal Stopping With ƒ-Expectations: the irregular case

Miryana Grigorova, Peter Imkeller, Youssef Ouknine and Marie-Claire Quenez

586: On a Strategic Model of Pollution Control

Giorgio Ferrari and Torben Koch

585: Repetition and cooperation: A model of finitely repeated games with objective ambiguity

Ghislain-Herman Demeze-Jouatsa

584: A complete folk theorem for finitely repeated games

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.]

Ghislain-Herman Demeze-Jouatsa

582: Bond Pricing under Knightian Uncertainty. A Short Rate Model with Drift and Volatility Uncertainty

Julian Hölzermann

581: vNM–Stable Sets for Totally Balanced Games

Joachim Rosenmüller

580: Robust Maximum Detection: Full Information Best Choice Problem under Multiple Priors

Lazar Obradović

579: The transmission of continuous cultural traits in endogenous social networks

Tim Hellmann and Fabrizio Panebianco

578: Formal search and referrals from a firm's perspective

Martina Rebien, Michael Stops and Anna Zaharieva

577: Thoughts on social design

Walter Trockel and Claus-Jochen Haake

576: The impartial observer under uncertainty

Stefan Berens and Lasha Chochua

575: Viability and arbitrage under Knightian Uncertainty

Matteo Burzoni, Frank Riedel and Halil Mete Soner

574: Asymmetric dominance effect with multiple decoys for low- and high-variance lotteries

Oktay Sürücü, Sonja Brangewitz and Behnud Mir Djawadi