> Publishers' series
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689 (March 2024):
Strategic information selection Jurek Preker and Dominik Karos
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2024]
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690 (April 2024):
A mean-field model of optimal investment Alessandro Calvia, Salvatore Federico, Giorgio Ferrari, and Fausto Gozzi
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2024]
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688 (February 2024):
A stationary equilibrium model of green technology adoption with endogenous carbon price Felix Dammann and Giorgio Ferrari
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2024]
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686 (February 2024):
Dynamically consistent intertemporal dual-self expected utility Lasse Mononen
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2024]
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687 (February 2024):
Dynamically consistent intergenerational welfare Lasse Mononen
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2024]
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685 (February 2024):
Optimal consumption and investment under relative performance citeria with Epstein-Zin utility Jodi Dianetti, Frank Riedel, and Lorenzo Stanza
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2024]
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674 (January 2023):
Strong solutions to submodular mean field games with common noise and related McKean-Vlasov FBSDES Jodi Dianetti
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2023]
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675 (February 2023):
A principal-agent framework optimal incentives in renewable investments René Aïd, Annika Kemper and Nizar Touzi
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2023]
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682 (September 2023):
Irreversible reinsurance minimization of capital injections in presence of a fixed cost Salvatore Federico, Giorgio Ferrari, and Maria Laura Torrente
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2023]
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683 (November 2023):
Optimal retirement choice under age-dependent force of mortality Giorgio Ferrari and Shihao Zhu
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2023]
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684 (December 2023):
Striking the balance life insurance timing and asset allocation in financial planning An Chen, Giorgio Ferrari, and Shihao Zhu
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2023]
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678 (April 2023):
Linear-quadratic-singular stochastic differential games and applications Jodi Dianetti
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2023]
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679 (April 2023):
A stationary mean-field equilibrium model of irreversible investment in a two-regime economy René Aïd, Matteo Basei, and Giorgio Ferrari
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2023]
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680 (May 2023):
Convergence of infinitesimal generators and stability of convex monotone semigroups Jonas Blessing, Michael Kupper, and Max Nendel
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2023]
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677 (April 2023):
Uncertainty over uncertainty in environmental policy adoption Bayesian larning of unpredictable socioeconomic costs Matteo Basei, Giorgio Ferrari, and Neofytos Rodosthenous
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2023]
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676 (March 2023):
Pricing of electricity swaps with geometric averaging Annika Kemper and Maren Diane Schmeck
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2023]
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681 (July 2023):
Ergodic mean-field games of singular control with regime-switching Jodi Dianetti, Giorgio Ferrari, and Ioannis Tzouanas
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2023]
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673 (December 2022):
The role of price normalization in imperfectly competitive economies Volker Böhm
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2022]
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669 (October 2022):
Efficient allocations under ambiguous model uncertainty Chiaki Hara, Sujoy Mukerji, Frank Riedel, and Jean Marc Tallon
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2022]
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665 (April 2022):
Operator semigroups in the mixed topology and the infinitesimal description of Markov processes Ben Goldys, Max Nendel and Michael Rockner
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2022]
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664 (April 2022):
The Texas shoot-out under Knightian Uncertainty Gerrit Bauch and Frank Riedel
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2022]
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667 (June 2022):
Optimal vaccination in a SIRS epedemic model Salvatore Federico, Giorgio Ferrari, and Maria-Laura Torrente
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2022]
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662 (February 2022):
Convex monotone semigroups and their generators with respect to Г-convergence Jonas Blessing, Robert Denk, Michael Kupper and Max Nendel
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2022]
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663 (February 2022):
Optimal dxecution with multiplicative price impact and incomplete information on the return Felix Dammann and Giorgio Ferrari
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2022]
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661 (January 2022):
A unifying framework for submodular mean field games Jodi Dianetti, Giorgio Ferrari, Markus Fischer, and Max Nendel
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2022]
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668 (August 2022):
The Shapley NTU-value via surface measures Joachim Rosenmüller
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2022]
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671 (December 2022):
Consumption decision, portfolio choice and healthcare irreversible investment Giorgio Ferrari and Shihao Zhu
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2022]
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672 (December 2022):
Demographic changes and asset prices in an overlappig generations model Beatrice D. Simo-Kengne, Frank Riedel and Ghislain H. Demeze-Jouatsa
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2022]
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666 (May 2022):
Fairness-based altruism Yves Breitmoser and Pauline Vorjohann
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2022]
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670 (November 2022):
Optimal consumption for recursive preferences with local substitution the case of certainty Hanwu Li, Frank Riedel and Shuzhen Yang
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2022]
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647 (April 2021):
Socio-legal systems and implementation of the Nash solution in Debreu-Hurwicz equilibrium Claus-Jochen Haake and Walter Trockel
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2021]
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648 (March 2021):
Optimal surplus-dependent reinsurance under regime-switching in a Brownian risk model Julia Eisenberg, Lukas Fabrykowski and Maren Diane Schmeck
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2021]
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659 (December 2021):
Network games with heterogeneous players Olena Orlova
Bielefeld, Germany: Universitätsbibliothek Bielefeld, 2021
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660 (December 2021):
Ambiguous social choice functions Ghislain-Herman Demeze-Jouatsa
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2021]
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649 (May 2021):
Wasserstein perturbations of Markovian transition semigroups Sven Fuhrmann, Michael Kupper, and Max Nendel
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2021]
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650 (May 2021):
Stationary discounted and ergodic mean field games of singular control Haoyang Cao, Jodi Dianetti, and Giorgio Ferrari
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2021]
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651 (June 2021):
Nonlinear filtering of partially observed systems arising in singular stochastic optimal control Alessandro Calvia and Giorgio Ferrari
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2021]
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658 (November 2021):
Bargaining solutions via surface measures Joachim Rosenmüller
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2021]
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643 (February 2021):
Two-sided singular control of an inventory with unknown demand trend Salvatore Federico, Giorgio Ferrari and Neofytos Rodosthenous
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2021]
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657 (November 2021):
Optimal dividends under Markov-Modulated Bankruptcy Level Giorgio Ferrari, Patrick Schuhmann and Shihao Zhu
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2021]
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652 (August 2021):
Inequity aversion and limited foresight in the repeated prisoner's dilemma Teresa Backhaus and Yves Breitmoser
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2021]
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644 (February 2021):
From prejudice to racial profiling and back a naïve intuitive statistician's curse Manuel Foerster and Dominik Karos
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2021]
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645 (March 2021):
Multidimensional singular control and related Skorokhod problem sufficient conditions for the characterization of optimal controls Jodi Dianetti and Giorgio Ferrari
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2021]
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646 (March 2021):
On an irreversible investment problem with two-factor uncertainty F. Dammann and G. Ferrari
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2021]
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653 (July 2021):
A free and fair economy a game of justice and inclusion Ghislain H. Demeze-Jouatsa, Roland Pongou and Jean-Baptiste Tondji
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2021]
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655 (October 2021):
Effects of noise on the grammar of languages Gerrit Bauch
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2021]
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656 (October 2021):
Language games under Knightian uncertainty about types Zhaojun Xing
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2021]
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654 (October 2021):
Farsighted rationality in hedonic games G.-Herman Demeze-Jouatsa and Dominik Karos
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2021]
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641 (November 2020):
Optimal consumption with intertemporal substitution under knightian uncertainty Giorgio Ferrari, Hanwu Li and Frank Riedel
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2020]
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639 (July 2020):
Taming the spread of an epidemic by lockdown policies Salvatore Federico and Giorgio Ferrari
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2020]
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635 (April 2020):
The market price of risk for delivery periods pricing swaps and options in electricity markets Annika Kemper, Maren D. Schmeck and Anna KH. Balci
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2020]
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640 (Oktober 2020):
Approximating convex bodies by Cephoids Joachim Rosenmüller
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2020]
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632 (February 2020):
Nash smoothing on the test bench Hα-essential equilibria Papatya Duman and Walter Trockel
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2020]
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633 (March 2020):
Pricing interest rate derivatives under volatility uncertainty Julian Holzerman
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2020]
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634 (March 2020):
A Knightian irreversible investment problem Giorgio Ferrari, Hanwu Li and Frank Riedel
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2020]
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637 (May 2020):
Singular control of the drift of a Brownian system Salavatore Federico, Giorgio Ferrari, and Patrick Schuhmann
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2020]
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638 (June 2020):
Decomposition of general premium principles into risk and deviation Max Nendel, Maren Diane Schmeck and Frank Riedel
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2020]
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636 (May 2020):
Optimal dividend payout under stochastic discounting Elena Bandini, Tiziano De Angelis, Giorgio Ferrari and Fausto Gozzi
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2020]
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642 (December 2020):
Optimal switch from a fossil-fueled to an electric vehicle Paolo Falbo, Giorgio Ferrari, Giorgio Rizzini and Maren Diane Schmeck
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2020]
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629 (December 2019):
Cephoids Minkowski sums of deGua Simplices : theory and applications Joachim Rosenmüller ; IMW Center of Mathematical Economics, University of Bielefeld
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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608 (January 2019):
Optimal reduction of public debt under partial observation of the economic growth Giorgia Callegaro, Claudia Ceci and Giorgio Ferrari
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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609 (February 2019):
Locally constant model uncertainty risk measure Lazar Obradović
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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631 (December 2019):
Personal preferences in networks Olena Orlova
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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630 (December 2019):
Numerical appromixation of the value of a stochastic differential game with asymmetric information Lubomir Baňas, Giorgio Ferrari, and Tsiry A. Randrianasolo
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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621 (July 2019):
Submodular mean field games existence and approximation of solutions Jodi Dianetti, Giorgio Ferrari, Markus Fischer, and Max Nendel
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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620 (July 2019):
Duality for general TU-games redefined Fatma Aslan, Papatya Duman and Walter Trockel
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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611 (March 2019):
A note on dynamic consistency in ambiguous persuasion Marieke Pahlke
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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617 (June 2019):
Stable balanced expansion in homogeneous dynamic models Volker Böhm
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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618 (June 2019):
Upper envelopes of families of feller semigroups and viscosity solutions to a class of nonlinear cauchy problems Max Nendel and Michael Rockner
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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610 (March 2019):
A semigroup approach to nonlinear Lévy processes Robert Denk, Michael Kupper and Max Nendel
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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613 (April 2019):
Term structure modeling under volatility uncertainty a forward rate model driven by G-Brownian Motion Julian Holzermann and Qian Lin
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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616 (May 2019):
Mortality options: the point of view of an insurer Maren Diane Schmeck and Hanspeter Schmidli
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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589 (February 2019):
Optimal control of debt-to-GDP ratio in an N-state regime switching economy Giorgio Ferrari and Neofytos Rodosthenous
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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605 (January 2019):
Nonzero-sum submodular monotone-follower games existence and approximation of nash equilibria Jodi Dianetti and Giorgio Ferrari
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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612 (March 2019):
Immigration, social networks and occupational mismatch Sevak Alaverdyan and Anna Zaharieva
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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614 (April 2019):
On a class of infinite-dimensional singular stochastic control problems Salvatore Federico, Giorgio Ferrari, Frank Riedel and Michael Röckner
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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615 (May 2019):
Universal bounds and monotonicity properties of ratios of hermite and parabolic cylinder functions Torben Koch
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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619 (June 2019):
Game options under Knightian uncertainty in discrete time Bodo Rubbenstroth
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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628 (November 2019):
On nonlinear expectations and Markov chains under model uncertainty Max Nendel
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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623 (September 2019):
A note on stochastic dominance and compactness Max Nendel
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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626 (Oktober 2019):
Did Partisan voters spoil the country? a randomized-thought experiment Victoria Barham, Ghislain-H. Demeze-Jouatsa and Roland Pongou
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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627 (November 2019):
Optimal installation of solar panels with price impact a solvable singular stochastic control problem Torben Koch and Tiziano Vargiolu
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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622 (September 2019):
Convex semigroups on Banach lattices Robert Denk, Michael Kupper and Max Nendel
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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624 (September 2019):
A model for the optimal management of inflation Salvatore Federico, Giorgio Ferrari and Patrick Schuhmann
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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625 (Oktober 2019):
Capturing the power options smile by an additive two-factor model for overlapping futures prices Marco Piccirilli, Maren Diane Schmeck, and Tiziano Vargiolu
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2019]
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581 (April 18, 2018):
VNM-Stable Sets for totally balanced games Joachim Rosenmüller
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2018]
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606 (December 2018):
Optimal stopping under G-expectation Hanwu Li
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2018]
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607 (November 2018):
Superhedging prices of European and American options in a non-linear incomplete market with default Miryana Grigorova, Marie-Clair Quenez and Agnès Sulem
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2018]
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604 (December 2018):
Expectation formation and learning in the labour market with on-the-job search and nash bargaining Erdenebulgan Damdinsuren and Anna Zaharieva
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2018]
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579 (January 2018):
The transmission of continuous cultural traits in endogenous social networks T. Hellmann and F. Panebianco
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2018]
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582 (August 2018):
Bond pricing under Knightian uncertainty a short rate model with drift and volatility uncertainty Julian Hölzermann
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, 2018
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588 (July 2018):
Markov chains under nonlinear expectation Max Nendel
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, 2018
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589 (August 2018):
Optimal management of debt-to-GDP ratio with regime-switching interest rate Giorgio Ferrari and Neofytos Rodosthenous
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, 2018
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584 (July 2018):
A complete folk theorem for finitely repeated games Ghislain H. Demeze-Jouatsa
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, 2018
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585 (July 2018):
Repetition and cooperation a model of finitely repeated games with objective ambiguity Ghislain H. Demeze-Jouatsa
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, 2018
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595 (April 2018):
An optimal dividend problem with capital injections over a finite horizon Giorgio Ferrari and Patrick Schuhmann
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, 2018
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601 (August 2018):
Social networks, promotions, and the glass-ceiling effect Michael Neugart and Anna Zaharieva
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2018]
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583 (July 2018):
A note on "Necessary and sufficient conditions for the perfect finite horizon folk theorem" [Econometrica, 63 (2): 425-430, 1995.] Ghislain H. Demeze-Jouatsa
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, 2018
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596 (July 2018):
Regularity and asymptotic behaviour for a damped plate-membrane transmission problem B. Barraza Martínez, R. Denk, J. Hernández Monzón, F. Kammerlander and M. Nendel
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, 2018
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597 (August 2018):
Equilibria under Knightian price uncertainty Patrick Beissner and Frank Riedel
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, 2018
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598 (August 16, 2018):
Doubly reflected BSDEs and epsilon f-Dynkin games beyond the right-continuous case Miryana Grigorova, Peter Imkeller, Marie-Claire Quenez and Youssef Ouknine
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, 2018
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599 (August 2018):
Dynamic consistency in incomplete information games with multiple priors Marieke Pahlke
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, 2018
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600 (June 2018):
Labor market segmentation and efficient bargaining in a macroeconomic model Oliver Claas
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, 2018
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602 (September 2018):
The dynamics of balanced expansion in monetary economies with sovereign debt Volker Böhm
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2018]
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603 (December 2018):
An optimal extraction problem with price impact Giorgio Ferrari and Torben Koch
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2018]
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580 (January 2018):
Robust maximum detection full information best choice problem under multiple priors Lazar Obradović
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, 2018
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575 (July 2017):
Viability and arbitrage under Knightian Uncertainty M. Burzoni, F. Riedel, and H. M. Soner
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, July 21, 2017
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576 (August 2017):
The impartial observer under uncertainty Stefan Berens and Lasha Chochua
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2017]
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571 (March 2017):
Uncertain acts in games Frank Riedel
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, March 15, 2017
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572 (April 2017):
A note on "Renegotiation in repeated games" [Games econ. behav. 1 (1989) 327-360] Michael Günther
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, April 11, 2017
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574 (April 2017):
Asymmetric dominance effect with multiple decoys for low- and high-variance lotteries Oktay Sürücü, Sonja Brangewitz and Behnud Mir Djawadi
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, April 28, 2017
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570 (February 2017):
Communication games with optional verification Simon Schopohl
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, February 2017
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573 (April 2017):
Dynamically consistent preferences under imprecise probabilistic information Frank Riedel, Jean-Marc Tallon and Vassili Vergopoulos
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, April 24, 2017
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586 (July 2017):
On a strategic model of pollution control Giorgio Ferrari and Torben Koch
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, 2017
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590 (September 2017):
Reflected solutions of BSDEs driven by G-Brownian motion Hanwu Li, Shige Peng and Abdoulaye Soumana Hima
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, 2017
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592 (November 2017):
On a class of singular stochastic control problems for reflected diffusions Giorgio Ferrari
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, 2017
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587 (July 2017):
Optimal stopping with f-expectations the irregular case Miryana Grigorova, Peter Imkeller, Youssef Ouknine and Marie-Claire Quenze
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, 2017
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577 (September 2017):
Thoughts on social design Walter Trockel and Claus-Jochen Haake
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2017]
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591 (Oktober 2017):
A note on a new existence result for reflected BSDES with interconnected obstacles Tiziano de Angelis, Giorgio Ferrari and Saïd Hamadène
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, 2017
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593 (December 2017):
Dynamically consistent alpha-maxmin expected utility Patrick Beissner, Qian Lin and Frank Riedel
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, 2017
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594 (December 2017):
On the singular control of exchange rates Giorgio Ferrari and Tiziano Vargiolu
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, 2017
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578 (September 2017):
Formal search and referrals from a firm's perspective Martina Rebien, Michael Stops and Anna Zaharieva
Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2017]
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533:
Ambiguity in a real option game Tobias Hellmann and Jacco J. J. Thijssen
Bielefeld: Center for Mathematical Economics, IMW, 2015
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534:
Large economies the existence theorem Joachim Rosenmüller
Bielefeld: Center for Mathematical Economics, IMW, 2015
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535:
Dynamic consistent alpha-maxim expected utility Patrick Beißner and Qian Lin
Bielefeld: Center for Mathematical Economics, IMW, 2015
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536:
The El Farol problem revisited Volker Böhm
Bielefeld: Center for Mathematical Economics, IMW, 2015
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537:
Network design and imperfect defense Jakob Landwehr
Bielefeld: Center for Mathematical Economics, IMW, 2015
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539:
Stock price related financial fragility and growth patterns Pascal Aßmuth
Bielefeld: Center for Mathematical Economics, IMW, 2015
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538:
Does time pressure impair performance? an experiment on queueing behavior Anna Conte, Marco Scarsini and Oktay Sürücü
Bielefeld: Center for Mathematical Economics, IMW, 2015
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507:
Cautious belief formation Jörg Bleile
Bielefeld: Center for Mathematical Economics, IMW, 2014
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512:
Efficiency based measures of inequality Costel Andonie, Christoph Kuzmics, and Brian W. Rogers
Bielefeld: Center for Mathematical Economics, IMW, 2014
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516:
Immigration, occupational choice and public employment Luca Marchiori; Patrice Pieretti; Benteng Zou
Bielefeld: Center for Mathematical Economics, IMW, 2014
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520:
Probabilistic transitivity in sports Johannes Tiwisina; Philipp Külpmann
Bielefeld: Center for Mathematical Economics, IMW, 2014
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528:
A dynamic extension of the Foster-Hart measure of riskiness Tobias Hellmann; Frank Riedel
Bielefeld: Center for Mathematical Economics, IMW, 2014
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505:
Large deviations and stochastic stability in the small noise double limit I Theory / Willian H. Sandholm and Mathias Staudigl
Bielefeld: Center for Mathematical Economics, IMW, 2014
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506:
Large deviations and stochastic stability in the small noise double limit II The logit model / Willian H. Sandholm and Mathias Staudigl
Bielefeld: Center for Mathematical Economics, IMW, 2014
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511:
Explaining the U-shape of the referral hiring pattern in a search model with heterogeneous workers Zaharieva Stupnytska; Anna Zaharieva
Bielefeld: Center for Mathematical Economics, IMW, 2014
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515:
Continuous homophily and clustering in random networks Florian Gauer and Jakob Landwehr
Bielefeld: Center for Mathematical Economics, IMW, 2014
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518:
Limited attention in case-based belief formations Jörg Bleile
Bielefeld: Center for Mathematical Economics, IMW, 2014
-
519:
Categorization based belief formations Jörg Bleile
Bielefeld: Center for Mathematical Economics, IMW, 2014
-
521:
The continuous logit dynamic and price dispersion Ratul Lahkar and Frank Riedel
Bielefeld: Center for Mathematical Economics, IMW, 2014
-
526:
On repeated games with imperfect public monitoring characterization of continuation payoff processes Mathias Staudigl
Bielefeld: Center for Mathematical Economics, IMW, 2014
-
527:
Non-implementability of Arrow-Debreu equilibria by continuous trading under knightian uncertainty Frank Riedel; Patrick Beissner
Bielefeld: Center for Mathematical Economics, IMW, 2014
-
508:
A Non Convex Singular Stochastic Control Problem and Its Related Optimal Stopping Boundaries Tiziano De Angelis; Giorgio Ferrari; John Moriarty
Bielefeld: Center for Mathematical Economics, IMW, 2014
-
517:
Stable networks in homogeneous societies Tim Hellmann and Jakob Landwehr
Bielefeld: Center for Mathematical Economics, IMW, 2014
-
523:
An efficient and strategy-proof double-track auction for substitutes and complements Ning Sun and Zaifu Yang
Bielefeld: Center for Mathematical Economics, IMW, 2014
-
525:
On repeated games with imperfect public monitoring from discrete to continuous time Mathias Staudigl; Jan-Henrik Steg
Bielefeld: Center for Mathematical Economics, IMW, 2014
-
509:
On the optimal boundary of a three-dimensional singular stochastic control problem arising in irreversible investment Tiziano De Angelis; Salvatore Federico; Giorgio Ferrari
Bielefeld: Center for Mathematical Economics, IMW, 2014
-
522:
A model of quality uncertainty with a continuum of quality levels Christopher Gertz
Bielefeld: Center for Mathematical Economics, IMW, 2014
-
532:
Credit constrained R&D spending and technological change Pascal Aßmuth
Bielefeld: Center for Mathematical Economics, IMW, 2014
-
529:
Strategic formation of homogeneous bargaining networks Florian Gauer
Bielefeld: Center for Mathematical Economics, IMW, 2014
-
531:
A solvable two-dimensional degenerate singular stochastic control problem with non convex costs Tiziano De Angelis; Giorgio Ferrari; John Moriarty
Bielefeld: Center for Mathematical Economics, IMW, 2014
-
502:
Wage bargaining, employment, and union power the right-to-manage approach Volker Böhm; Oliver Claas
Bielefeld: Center for Mathematical Economics, IMW, 2014
-
497:
Optimal consumption and portfolio choice with ambiguity Qian Lin and Frank Riedel
Bielefeld: Center for Mathematical Economics, IMW, 2014
-
499:
Aggregating infinitely many probability measures Frederik Herzberg
Bielefeld: Center for Mathematical Economics, IMW, 2014
-
503:
Weak approximation of G-expectation Tolulope Fadina; Frederik Herzberg
Bielefeld: Center for Mathematical Economics, IMW, 2014
-
475:
A limit theorem for Markov decision processes Mathias Staudigl
Bielefeld: Inst. of Mathematical Economics, IMW, 2013
-
474:
The Foster-Hart measure of riskiness for general gambles Frank Riedel and Tobias Hellmann
Bielefeld: Inst. of Mathematical Economics, IMW, 2013
-
477:
A stochastic reversible investment problem on a finite-time horizon free boundary analysis Tiziano De Angelis and Giorgio Ferrari
Bielefeld: Center for Mathematical Economics, IMW, 2013
-
480:
The von Neumann/Morgenstern approach to ambiguity Martin Dumav; Maxwell B. Stinchcombe
Bielefeld: Center for Mathematical Economics, IMW, 2013
-
493:
Radner equilibria under ambiguous volatility Patrick Beißner
Bielefeld: Center for Mathematical Economics, IMW, 2013
-
495:
Welfare improving discrimination based on cognitive limitations Oktay Sürücü
Bielefeld: Center for Mathematical Economics, IMW, 2013
-
479:
A degree-distance-based connections model with negative and positive externalities Philipp Möhlmeier, Agnieszka Rusinowska, and Emily Tanimura
Bielefeld: Center for Mathematical Economics, IMW, 2013
-
482:
The LIBOR mechanism and related games Christoph Diehl
Bielefeld: Center for Mathematical Economics, IMW, 2013
-
485:
Continuous-time public good contribution under uncertainty Giorgio Ferrari, Frank Riedel and Jan-Henrik Steg
Bielefeld: Center for Mathematical Economics, IMW, 2013
-
487:
Quality uncertainty with imperfect information acquisition Christopher Gertz
Bielefeld: Center for Mathematical Economics, IMW, 2013
-
488:
Aggregation of Monotonic Bernoullian Archimedean preferences Arrovian impossibility results Frederik Herzberg
Bielefeld: Center for Mathematical Economics, IMW, 2013
-
478:
Kuhn's theorem for extensive form Ellsberg games Linda Sass
Bielefeld: Center for Mathematical Economics, IMW, 2013
-
492:
On-the-job search and optimal schooling under uncertainty and irreversibility Anna Zaharieva
Bielefeld: Center for Mathematical Economics, IMW, 2013
-
490:
Eliciting private information with noise the case of randomized response Andreas Blume, Ernest K. Lai and Wooyoung Lim
Bielefeld: Center for Mathematical Economics, IMW, 2013
-
481:
Skorohod's representation theorem for sets of probabilities Martin Dumav; Maxwell B. Stinchcombe
Bielefeld: Center for Mathematical Economics, IMW, 2013
-
484:
Threshold preferences and the environment Ingmar Schumacher and Benteng Zou
Bielefeld: Center for Mathematical Economics, IMW, 2013
-
486:
Does size asymmetry exacerbate the inefficiency of tax competition? Yutao Han, Patrice Pieretti and Benteng Zou
Bielefeld: Center for Mathematical Economics, IMW, 2013
-
491:
Optimal policy and the role of social contacts in a search model with heterogeneous workers Yuliia Stupnytska; Anna Zaharieva
Bielefeld: Center for Mathematical Economics, IMW, 2013
-
465:
Efficient wage bargaining in a dynamic macroeconomic model Volker Böhm and Oliver Claas
Bielefeld: Inst. of Mathematical Economics, IMW, 2012
-
462:
Inferring preferences from choices under uncertainty Christoph Kuzmics
Bielefeld: Inst. of Mathematical Economics, IMW, 2012
-
467:
The evolution of R&D networks Herbert Dawid and Tim Hellmann
Bielefeld: Inst. of Mathematical Economics, IMW, 2012
-
469:
Opinion dynamics under conformity Berno Buechel, Tim Hellmann and Stefan Klößner
Bielefeld: Inst. of Mathematical Economics, IMW, 2012
-
464:
Coherent price systems and uncertainty-neutral valuation Patrick Beißner
Bielefeld: Inst. of Mathematical Economics, IMW, 2012
-
471:
On an integral equation for the free boundary of stochastic, irreversible investment problems Giorgio Ferrari
Bielefeld: Inst. of Mathematical Economics, IMW, 2012
-
473:
Double matching social contacts in a labour market with on-the-job search Anna Zaharieva
Bielefeld: Inst. of Mathematical Economics, IMW, 2012