The paper "Optimal Multiple Stopping Problem under Nonlinear Expectation" by Hanwu Li has been accepted for publication in Advances in Applied Probability . Congratul...
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 p...
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 Mathematica...
The paper "Term Structure Modeling under Volatility Uncertainty" by Julian Hölzermann has been accepted for publication in Mathematics and Financial Economics .
The paper "Optimal Dividend Payout under Stochastic Discounting" by Giorgio Ferrari (joint with Elena Bandini, Tiziano De Angelis, and Fausto Gozzi) has been accepted f...
The paper "On an Irreversible Investment Problem with Two-Factor Uncertainty" by Felix Dammann and Giorgio Ferrari has been accepted for publication in Quantitative Fi...
The article "Shadow links" by Manuel Förster, Ana Mauleon and Vincent Vannetelbosch has been accepted for publication in the Journal of Economic Theory .
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 acc...
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 publicat...
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 ha...
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...
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 fo...
The article "Optimal Surplus-Dependent Reinsurance under Regime-Switching in a Brownian Risk Model" by Julia Eisenberg, Lukas Fabrykowski and Maren Diane Schmeck has be...
The article "Optimal Surplus-Dependent Reinsurance under Regime-Switching in a Brownian Risk Model" of Maren Schmeck, Julia Eisenberg and Lukas Fabrykowski has been a...