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Center for Mathematical Economics

Category: Forschung

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» Published on 20. Januar 2022

Annika Kemper gives a talk at FiME seminar

On Friday, January 21, 2022, Annika Kemper gives a presentation at the Séminaire commun FDD-FiME in Paris. The title of her presentation is: "Linear Quadratic Principal Multi-Ag...

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Category Forschung
Tags: talk

» Published on 19. Januar 2022

New paper by G. Ferrari, H. Li and F. Riedel accepted for publication

The paper "Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty" by G. Ferrari, H. Li and F. Riedel has been accepted for publication on Advances in A...

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Category Forschung
Tags: paper

» Published on 18. Januar 2022

Julian Hölzermann gives a talk at TU Graz

Julian Hölzermann gives a talk at TU Graz on January 19, 2022, entitled "Term Structure Modeling and the Pricing of Interest Rate Derivatives under Volatility Uncertainty" .

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» Published on 14. Januar 2022

New paper by Giorgio Ferrari accepted for publication

The paper "Nonlinear Filtering of Partially Observed Systems arising in Singular Stochastic Optimal Control" by Giorgio Ferrari (joint with Alessandro Calvia) has been accepted f...

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Category Forschung
Tags: paper

» Published on 13. Januar 2022

Patrick Beissner for Visiting Research at IMW

Prof. Dr. Patrick Beissner from the Austrlien National University will be visiting IMW as a guest scientist starting on January 15. In context of the SFB 1283 (project C4) he will ...

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Category Forschung

» Published on 12. Januar 2022

Max Nendel gives a talk in the Berlin Probability Colloquium

Max Nendel gives a talk in the Berlin Probability Colloquium of the International Research Training Group (IRTG) 2544 "Stochastic Analysis in Interaction“ on January 12th, 2022. T...

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» Published on 12. Januar 2022

New article by Max Nendel

The Paper "Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems" of Max Nendel and Michael Röckner has been accepted f...

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Category Forschung

» Published on 4. Januar 2022

Frank Riedel Visiting Professor in China

Frank Riedel has received the honor to be a visiting Chair Professor at Shandong University in Jinan, China for the period 2022-2024. The visiting professorship will strengthen the...

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Category Forschung

» Published on 1. Januar 2022

Gerrit Bauch receives DAAD&BGTS scholarship

Gerrit Bauch has been awarded a DAAD scholarship as well as a BGTS mobility grant for a five-month research stay at the "University of Arizona" . He will be working with his secon...

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Category Forschung
Tags: scholarship

» Published on 22. Dezember 2021

New paper by Jodi Dianetti, Giorgio Ferrari and Max Nendel

The paper "Submodular Mean Field Games: Existence and Approximation of Solutions " by Jodi Dianetti, Giorgio Ferrari, Markus Fischer and Max Nendel has been published in The Ann...

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Category Forschung

» Published on 20. Dezember 2021

Max Nendel gives a talk at the CMStatistics 2021

On December 20, Max Nendel gives a talk with the title "Markovian dynamics und Wasserstein uncertainty " on the CMStatistics 2021 in the invited session on Beliefs, risk, and ...

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» Published on 14. Dezember 2021

16th BiGSEM Workshop

The 16th annual BiGSEM Doctoral Workshop on Economics and Management takes place from December 13 to 14 and is the first one to be held in a hybrid format in presence at the ZiF an...

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Tags: workshop

» Published on 10. Dezember 2021

Frank Riedel gives a talk in Paris

Frank Riedel is invited speaker at the seventh conference on Time, Uncertainties, and Strategies in Paris. This year’s conference is a tribute to Alain Chateuneuf who has been on...

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Category Forschung
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» Published on 2. Dezember 2021

Online talk by Giorgio Ferrari

On December 8, Giorgio Ferrari gives an online talk with the title "Stochastic Games of Productivity Expansion: Stationary Mean-Field Equilibria" at the Hong Kong - Singapore jo...

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Category Forschung
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» Published on 23. November 2021

Giorgio Ferrari invited speaker at University of Milano

Giorgio Ferrari is invited speaker at the "Workshop on dynamic optimization in Economics, Finance and Insurance" to be held at the Università Cattolica of Milano on November 26. ...

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Category Forschung
Tags: invited speaker talk
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