On November 24, Frank Riedel gives an online talk in the Hong Kong/Singapore Joint Seminar in Financial Mathematics and Engineering . The title of his presentation is "Effic...
Giorgio Ferrari is visiting Ulm University and on November 18 will give a seminar on "Consumption decision, portfolio choice and healthcare irreversible investment" wit...
Frank Riedel visits the Paris School of Economics from November 14-18 continuing the long-standing collaboration with Jean-Marc Tallon (Open Research Area in the Social Sciences) a...
On November 10, Max Nendel will present at the MAS Colloquium of the NTU Singapore. The title of his talk is "Parametric approach to the estimation of risk functionals base...
On November 2, Annika Kemper is giving a talk at the University of Vienna at the PhD-seminar Advanced Stochastic Modelling . The title of her presentation is "The Market Pri...
The paper "Optimal Vaccination in a SIRS Epidemic Model" of Giorgio Ferrari, in joint work with S. Federico and M.L. Torrente, has been accepted for publication on Eco...
Frank Riedel visits Princeton University from October 24 to 30. He will continue the collaboration with the CRC’s Mercator Fellow Mete Soner. Moreover, he will give a talk on &quo...
On October 14, Giorgio Ferrari presents online the work "A Stationary Mean-field Equilibrium Model of Irreversible Investment in a Two-State Economy" at the ISS Inform...
Giorgio Ferrari guest editor of Decisions in Economics and Finance
Giorgio Ferrari (together with Salvatore Federico and Luca Regis) is guest editor of the Special Issue "Advances in Optimal Control and Dynamic Games in Economics, Finance an...
From October 10 to 15, Frank Riedel visits the University degli Studi Federico II in Naples as a member of the steering committee of the local excellence cluster (Dipartimento di E...
The article "Optimal promotions of competing firms in a frictional labour market with organizational hierarchies" by Herbert Dawid, Anna Zaharieva and Mariya Mitkova ha...
Jodi Dianetti and Max Nendel give a talk in Montreal
On October 7, Jodi Dianetti and Max Nendel present their work at the Virtual Informal Systems Seminar (VISS) at the Centre for Intelligent Machines (CIM) and Groupe d'Etudes...
On September 24, Max Nendel presents at the AMASES 2022 conference of the Università degli Studi di Palermo in Italy. The title of his talk is "Asymptotic parametrization o...
Am 24. September stellt Max Nendel auf der AMASES 2022 Konferenz der Università degli Studi di Palermo seine Forschung vor. Der Titel seines Vortrags lautet "Asymptotic par...
New article by Jodi Dianetti and Giorgio Ferrari accepted for publication
The paper "Stationary Discounted and Ergodic Mean Field Games of Singular Control" by Jodi Dianetti and Giorgio Ferrari has been accepted for publication in Mathematic...