Center for Mathematical Economics - Tag [paper]
New working paper by Annika Kemper and Maren Schmeck
Veröffentlicht am 23. März 2023
The new working paper "Pricing of Electricity Swaps with Geometric Averaging" by Annika Kemper and Maren Schmeck is now available on ArXiv.
New working paper by Manuel Foerster
Veröffentlicht am 7. März 2023
The new working paper "Policy-advising competition and endogenous lobbies" by Manuel Foerster and Daniel Habermacher can be found on SSRN.
New working paper of Annika Kemper
Veröffentlicht am 24. Februar 2023
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 on arXiv.
New working paper of Manuel Foerster
Veröffentlicht am 9. Februar 2023
The new working paper "A Theory of Media Bias and Disinformation" by Manuel Foerster can be found on SSRN.
New paper by G. Ferrari, P. Schuhmann and S. Zhu accepted for publication
Veröffentlicht am 22. Juni 2022
The paper "Optimal Dividends under Markov-modulated Bankruptcy Level" by G. Ferrari, P. Schuhmann and S. Zhu has been accepted for publication in Insurance: Mathematics and Economics.
New paper by Max Nendel accepted for publication
Veröffentlicht am 22. März 2022
The paper "Wasserstein perturbations of Markovian transition semigroups" by Max Nendel has been accepted for publication in Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques. Congratulations!
New paper by Marieke Pahlke accepted for publication
Veröffentlicht am 28. Februar 2022
The paper "Dynamic Consistency in Incomplete Information Games with Multiple Priors" by Marieke Pahlke has been accepted for publication on Games and Economic Behavior.
New paper by Hanwu Li accepted for publication
Veröffentlicht am 4. Februar 2022
The paper "Optimal Multiple Stopping Problems under g-Expectation" by Hanwu Li has been accepted for publication on Applied Mathematics and Optimization.
New paper by G. Ferrari, H. Li and F. Riedel accepted for publication
Veröffentlicht am 19. Januar 2022
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 Applied Probability.
New paper by Giorgio Ferrari accepted for publication
Veröffentlicht am 14. Januar 2022
The paper "Nonlinear Filtering of Partially Observed Systems arising in Singular Stochastic Optimal Control" by Giorgio Ferrari (joint with Alessandro Calvia) has been accepted for publication on Applied Mathematics and Optimization.
Articel of Max Nendel, Frank Riedel and Maren Schmeck accepted for publication
Veröffentlicht am 28. Mai 2021
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 Journal Insurance: Mathematics and Economics.
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