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Center for Mathematical Economics
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» Published on 15. März 2022

New paper by Hanwu Li accepted for publication

The paper "Optimal Multiple Stopping Problem under Nonlinear Expectation" by Hanwu Li has been accepted for publication in Advances in Applied Probability . Congratulations!

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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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» 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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» 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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» 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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» 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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» Published on 16. August 2021

New Article by Manuel Förster

The article "Shadow links" by Manuel Förster, Ana Mauleon and Vincent Vannetelbosch has been accepted for publication in the Journal of Economic Theory .

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» Published on 20. Juli 2021

New Article by Max Nendel

The article with the title "Upper envelopes of families of Feller semigroups and viscosity solutions to a class of nonlinear Cauchy problems" by Max Nendel has been accepted for ...

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» Published on 11. Juni 2021

New Article by Max Nendel

The article with the title "Convex monotone semigroups on lattices of continuous functions" by Max Nendel, Michael Kupper and Robert Denk has been accepted for publication in Pu...

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» Published on 1. Juni 2021

New Article by Torben Koch

The paper with the title "Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem" by Torben Koch and Tiziano Vargiolu has been acc...

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» 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 Journal I...

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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

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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