Center for Mathematical Economics - Tag [publication]
New article by H. Dawid and A. Zaharieva
Veröffentlicht am 7. Oktober 2022
The article "Optimal promotions of competing firms in a frictional labour market with organizational hierarchies" by Herbert Dawid, Anna Zaharieva and Mariya Mitkova has been accepted for publication in the Journal of Economics and Management Strategy.
New article by Jodi Dianetti and Giorgio Ferrari accepted for publication
Veröffentlicht am 20. September 2022
The paper "Stationary Discounted and Ergodic Mean Field Games of Singular Control" by Jodi Dianetti and Giorgio Ferrari has been accepted for publication in Mathematics of Operations Research (joint work with Haoyang Gao). Congratulations!
New article by Manuel Förster
Veröffentlicht am 6. September 2022
The paper "Believe me, I am ignorant, but not biased" by Manuel Förster and Achim Voss has been accepted for publication in European Economic Review. Congratulations!
New article by Ghislain-Herman Demeze-Jouatsa and Dominik Karos
Veröffentlicht am 6. September 2022
The paper "Farsighted Rationality in Hedonic Games" by Ghislain-Herman Demeze-Jouatsa and Dominik Karos has been published in Dynamic Games and Applications. Congratulations!
New article by Anna Zaharieva
Veröffentlicht am 1. September 2022
The article "Immigration, social networks and occupational mismatch" by Anna Zaharieva and Sevak Alaverdyan has been accepted for publication in Economic Modelling.
New article by Jodi Dianetti, Giorgio Ferrari, Markus Fischer and Max Nendel
Veröffentlicht am 10. August 2022
The paper "A unifying framework for submodular mean field games" by Jodi Dianetti, Giorgio Ferrari, Markus Fischer and Max Nendel has been accepted in Mathematics of Operations Research. Congratulations!
New article by Annika Kemper and Maren Schmeck
Veröffentlicht am 8. August 2022
The paper "The market price of risk for delivery periods: Pricing swaps and options in electricity markets" by Annika Kemper and Maren Schmeck has been accepted for publication in Energy Economics. Congratulations!
It can be found here.
It can be found here.
New Article by Julian Hölzermann
Veröffentlicht am 5. August 2022
The paper "Pricing Interest Rate Derivatives under Volatility Uncertainty" by Julian Hölzermann has been accepted for publication in Annals of Operations Research. Congratulations!
New paper by Max Nendel accepted for publication
Veröffentlicht am 13. Juni 2022
The paper "Separability vs. robustness of Orlicz spaces: financial and economic perspectives" by Max Nendel has been accepted for publication in SIAM Journal on Financial Mathematics. The paper is a joint work with Felix-Benedikt Liebrich. Congratulations!
New paper by Hanwu Li accepted for publication
Veröffentlicht am 15. März 2022
The paper "Optimal Multiple Stopping Problem under Nonlinear Expectation" by Hanwu Li has been accepted for publication in Advances in Applied Probability. Congratulations!
New article by Walter Trockel and Claus-Jochen Haake
Veröffentlicht am 15. November 2021
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 in the journal Review of Economic Design.
New Article by Frank Riedel, Giorgio Ferrari and Hanwu Li
Veröffentlicht am 6. Oktober 2021
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 and Applications.
New Article by Julian Hölzermann
Veröffentlicht am 5. Oktober 2021
The paper "Term Structure Modeling under Volatility Uncertainty" by Julian Hölzermann has been accepted for publication in Mathematics and Financial Economics.
New Article by Giorgio Ferrari
Veröffentlicht am 27. September 2021
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 publication in Mathematical Finance.
New Article by Giorgio Ferrari and Felix Dammann
Veröffentlicht am 13. September 2021
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.
Tag Hinweis
Auf dieser Seite werden nur die mit dem Tag [publication] versehenen Blogeinträge gezeigt.
Wenn Sie alle Blogeinträge sehen möchten klicken Sie auf: Startseite