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» Published on 29. Juni 2026

New Publication by Federico Cannerozzi and Giorgio Ferrari in The Annals of Applied Probability

The article Optimal Policy Characterization for a Class of Multi-Dimensional Ergodic Singular Stochastic Control Problems by A. Calvia, Federico Cannerozzi , and Giorgio Ferr...

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Category Allgemein
Tags: paper publication

» Published on 13. Mai 2026

Annika Kemper Hoepfner wins 2025 IJTAF Best Paper Award

World Scientific has announced that René Aïd , Annika Kemper Hoepfner , and Nizar Touzi are the recipients of the 2025 IJTAF Best Paper Award for their paper A Principal-A...

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Category Allgemein
Tags: paper

» Published on 23. März 2023

New working paper by Annika Kemper and Maren Schmeck

The new working paper "Pricing of Electricity Swaps with Geometric Averaging" by Annika Kemper and Maren Schmeck is now available on ArXiv .

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Category Forschung
Tags: paper working

» Published on 7. März 2023

New working paper by Manuel Foerster

The new working paper "Policy-advising competition and endogenous lobbies" by Manuel Foerster and Daniel Habermacher can be found on SSRN .

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Category Forschung
Tags: paper working

» Published on 24. Februar 2023

New working paper of Annika Kemper

The new preprint "A Principal-Agent Framework for Optimal Incentives in Renewable Investments" by Annika Kemper, joint with René Aïd and Nizar Touzi, can now be found o...

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Category Forschung
Tags: paper working

» Published on 9. Februar 2023

New working paper of Manuel Foerster

The new working paper "A Theory of Media Bias and Disinformation" by Manuel Foerster can be found on SSRN .

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Category Forschung
Tags: paper working

» Published on 22. Juni 2022

New paper by G. Ferrari, P. Schuhmann and S. Zhu accepted for publication

The paper "Optimal Dividends under Markov-modulated Bankruptcy Level" by G. Ferrari, P. Schuhmann and S. Zhu has been accepted for publication in Insurance: Mathematic...

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Category Forschung
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» Published on 22. März 2022

New paper by Max Nendel accepted for publication

The paper "Wasserstein perturbations of Markovian transition semigroups" by Max Nendel has been accepted for publication in Annales de l'Institut Henri Poincaré (...

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» Published on 28. Februar 2022

New paper by Marieke Pahlke accepted for publication

The paper "Dynamic Consistency in Incomplete Information Games with Multiple Priors" by Marieke Pahlke has been accepted for publication on Games and Economic Behavior...

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Category Forschung
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» Published on 4. Februar 2022

New paper by Hanwu Li accepted for publication

The paper "Optimal Multiple Stopping Problems under g-Expectation" by Hanwu Li has been accepted for publication on Applied Mathematics and Optimization .

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Category Forschung
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» 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 Adv...

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Category Forschung
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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 ...

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Category Forschung
Tags: paper

» Published on 28. Mai 2021

Articel of Max Nendel, Frank Riedel and Maren Schmeck accepted for publication

The Article "A decomposition of general premium principles into risk and deviation" of Max Nendel, Frank Riedel and Maren Schmeck has been accepted for publication in the...

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Category Forschung
Tags: journal paper publication
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