Center for Mathematical Economics

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» Published on 30. April 2021

Workshop "Advances in Mathematical Economics"

May 17-18 the workshop "Advances in Mathematical Economics" , organized by the University of Naples, takes place. The director of the IMW, Prof. Frank Riedel, contributes a talk w...

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» Published on 26. April 2021

New Article by Julian Hölzermann

The paper "The Hull-White Model under Volatility Uncertainty" by Julian Hölzermann has been accepted for publication in Quantitative Finance .

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» Published on 14. April 2021

New Article by Giorgio Ferrari and Patrick Schuhmann

The article "Singular Control of the Drift of a Brownian System" by Salvatore Federico (University of Genoa), Giorgio Ferrari and Patrick Schuhmann has been accepted for publicat...

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» Published on 11. April 2021

Online Talk by Giorgio Ferrari

On April 13 at 1pm (CEST), Giorgio Ferrari will give talk with the title "Two-sided Singular Control of an Inventory with Unknown Demand Trend" . Abstract : We study the prob...

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» Published on 11. April 2021

New Article of Maren Schmeck

The article "Optimal Surplus-Dependent Reinsurance under Regime-Switching in a Brownian Risk Model" by Julia Eisenberg, Lukas Fabrykowski and Maren Diane Schmeck has been accepte...

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» Published on 9. April 2021

Article of Max Nendel accepted for publication

The article "Optimal Surplus-Dependent Reinsurance under Regime-Switching in a Brownian Risk Model" of Maren Schmeck, Julia Eisenberg and Lukas Fabrykowski has been accepted fo...

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