Center for Mathematical Economics

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» Published on 15. November 2021

New article by Walter Trockel and Claus-Jochen Haake

The article "Socio-legal Systems and Implementation of the Nash Solution in Debreu-Hurwicz Equilibrium" by Claus-Jochen Haake and Walter Trockel has been accepted for publication...

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Category Forschung

Tags: publication

» Published on 2. November 2021

New Article by Elena Orlova

The paper "Idiosyncratic preferences in games on networks" by Elena Orlova has been accepted for publication in the journal Games and Economic Behavior .

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Category Forschung

» Published on 2. November 2021

Boualem Djehiche and Stephan Eckstein visit IMW

Prof. Dr. Boualem Djehiche (KTH Stockholm) and Dr. Stephan Eckstein (University of Hamburg) will visit the IMW from 03.11. to 05.11. In this context, each one will give a talk in t...

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Category Forschung

» Published on 26. Oktober 2021

New project withing the CRC

Max Nendel has successfully applied for a project within Bielefeld University’s DFG-funded CRC 1283. The project C7 entitled "Markovian dynamics under model uncertainty" will sta...

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Category Forschung

Tags: crc

» Published on 19. Oktober 2021

Elena Orlova successfully defended her doctoral thesis

On Octobre 19, Elena Orlova successfully defended her doctoral thesis with the title "Essays on the Evolution of Preferences and Network Interactions" . We congratulate her on her...

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Category Forschung

Tags: defense

» Published on 6. Oktober 2021

Visitors from Konstanz at the IMW

The IMW is pleased to host a group of visitors from Konstanz. The guests will present in a research seminar on Tuesday, October 12 at 4 pm, in the seminar room on V-10. The details...

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Category Forschung

Tags: visitor

» Published on 6. Oktober 2021

New Article by Frank Riedel, Giorgio Ferrari and Hanwu Li

The article "A Knightian Irreversible Investment Problem" by Frank Riedel, Giorgio Ferrari and Hanwu Li has been accepted for publication in the Journal of Mathematical Analysis...

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Category Forschung

Tags: publication

» Published on 5. Oktober 2021

New Article by Julian Hölzermann

The paper "Term Structure Modeling under Volatility Uncertainty" by Julian Hölzermann has been accepted for publication in Mathematics and Financial Economics .

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Category Forschung

Tags: publication

» Published on 27. September 2021

New Article by Giorgio Ferrari

The paper "Optimal Dividend Payout under Stochastic Discounting" by Giorgio Ferrari (joint with Elena Bandini, Tiziano De Angelis, and Fausto Gozzi) has been accepted for publica...

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Category Forschung

Tags: publication

» Published on 27. September 2021

Max Nendel gives a talk at the German Probability and Statistics Days

On September 28, Max Nendel gives a virtual talk at the German Probability and Statistics Days 2021 . The title of the talk is "Wasserstein perturbations of Markovian transition s...

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Category Forschung

» Published on 15. September 2021

Annika Kemper gives a talk at INREC conference

On Thursday, September 16, 2021, Annika Kemper gives an online presentation at the 10th International Ruhr Energy Conference (INREC) of the University Duisburg-Essen. The title o...

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Category Forschung

Tags: talk

» Published on 14. September 2021

Jodi Dianetti wins the "Best Paper Award"

Jodi Dianetti wins the "Best Paper Award" of the XLV AMASES Annual Conference 2021 with the paper "Stationary Discounted and Ergodic Mean-Field Games of Singular Control" . Co...

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Category Forschung

Tags: award

» Published on 13. September 2021

New Article by Giorgio Ferrari and Felix Dammann

The paper "On an Irreversible Investment Problem with Two-Factor Uncertainty" by Felix Dammann and Giorgio Ferrari has been accepted for publication in Quantitative Finance .

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Category Forschung

Tags: publication

» Published on 1. September 2021

Annika Kemper receives DAAD&BGTS scholarship

Annika Kemper has been awarded a DAAD scholarship as well as a BGTS mobility grant for a seven-month research stay at the "Université Paris-Dauphine" . She will be working with Re...

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Category Forschung

Tags: scholarship

» Published on 31. August 2021

Julian Hölzermann Presents at the 14th European Summer School in Financial Mathematics

Julian Hölzermann gives a talk about "Term Structure Modeling under Volatility Uncertainty" at the 14th European Summer School in Financial Mathematics , which happens virtually...

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Category Forschung

Tags: talk

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