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Center for Mathematical Economics

The Paper by Tim Hellmann and Fabrizio Panebianco has been accepted for publication in Economics Letters

Veröffentlicht am 19. Februar 2018
The paper The Transmission of Continuous Cultural Traits in Endogenous Social Networks by Tim Hellmann and Fabrizio Panebianco has been accepted for publication in Economics Letters.
Gesendet von MHector in Forschung

Maren Schmeck speaks at the EFI3 Workshop (February 15-16)

Veröffentlicht am 15. Februar 2018
Maren Schmeck speaks about The seasonality in the Implied Accumulated Volatility of Electricity Options at the Energy Finance Italia 3 Workshop , Pescara on February 15-16, 2018.
Gesendet von MHector in Forschung

A new paper by Giorgio Ferrari has been accepted for publication

Veröffentlicht am 12. Februar 2018
The paper On the Optimal Management of Public Debt: a Singular Stochastic Control Problem by Giorgio Ferrari has been accepted for publication in SIAM Journal on Control and Optimization.
Gesendet von MHector in Forschung

A new paper by Tiziano De Angelis, Giorgio Ferrari and John Moriarty has been accepted for publication

Veröffentlicht am 9. Februar 2018
The paper A solvable two-dimensional degenerate singular stochastic control problem with non convex costs by Tiziano De Angelis, Giorgio Ferrari and John Moriarty has been accepted for publication in Mathematics of Operations Research.
Gesendet von MHector in Forschung

Maren Schmeck has been awarded the research prize 'YOUNG INVESTIGATOR TRAINING PROGRAM'

Veröffentlicht am 6. Februar 2018
Maren Schmeck has been awarded the research prize YOUNG INVESTIGATOR TRAINING PROGRAM (YITP), financed by the Associazione di Fondazioni e di Casse di Risparmio (ACRI). This prize will finance a research visit of one month at the University of Padova.
Gesendet von MHector in Forschung

A new paper in Advances in Applied Probability

Veröffentlicht am 30. Januar 2018
The paper Stochastic nonzero-sum games: a new connection between singular control and optimal stopping by T. De Angelis and G. Ferrari has been accepted for publication on Advances in Applied Probability.
Gesendet von MHector in Forschung

Frank Riedel speaks at the VI Workshop on Equilibrium Analysis (January 26-27)

Veröffentlicht am 25. Januar 2018
Frank Riedel speaks about Equilibrium under Knightian Price Uncertainty at the VI Workshop on Equilibrium Analysis, Napoli on January 26-27, 2018.
Gesendet von MHector in Lehre

Giorgio Ferrari, Torben Koch, Maren Schmeck and Jan-Henrik Steg present at the XIX Workshop on Quantitative Finance – QFW2018 (January 24-26)

Veröffentlicht am 22. Januar 2018
Four members of the IMW are presenting at the XIX Workshop on Quantitative Finance – QFW2018 in Rome, January 24-26, 2018: Giorgio Ferrari is presenting the paper on Singular Stochastic Control Problems for Reflected Diffusions and Applications. Torben Koch is presenting the paper On a Strategic Model of Pollution Control, Jan-Henrik Steg is presenting the paper on Preemptive Investment under Uncertainty and Maren Schmeck is presenting the paper on The seasonality in the Implied Accumulated Volatility of Electricity Options.
Gesendet von MHector in Forschung

New paper in Finance and Stochastics!

Veröffentlicht am 22. Januar 2018
The IMW Working Paper Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading Under Volatility Uncertainty by Patrick Beißner and Frank Riedel has been accepted for publication in Finance and Stochastics.
Gesendet von MHector in Forschung

Giorgio Ferrari is presenting at Humboldt-Universität zu Berlin (January 18)

Veröffentlicht am 16. Januar 2018
On January 18 Giorgio Ferrari is presenting the paper "On the Optimal Management of Public Debt: a Singular Stochastic Control Problem" at Humboldt-Universität zu Berlin.
Gesendet von MHector in Forschung

Anna Zaharieva participates in the ASSA meeting in Philadelphia (January 5-7)

Veröffentlicht am 8. Januar 2018
Anna Zaharieva participates in the ASSA Annual Meeting in Philadelphia , paper title "Formal Search and Referrals from a Firm's Perspective", 5-7th of January 2018.
Gesendet von MHector in Forschung

Walter Trockel gives a seminar at Istanbul Bigli University (January 9, 2018)

Veröffentlicht am 13. Dezember 2017
Walter Trockel will give a seminar titled How Competitive are „Competitive Payoff Vectors“ of Coalitional Market Games?, at Istanbul Bigli University on January 9, 2018.
Gesendet von MHector in Forschung

Frederik Herzberg presents at the University of Vienna (December 14)

Veröffentlicht am 13. Dezember 2017
Frederik Herzberg gives a talk on "Expertise vs.unanimity, anonymity vs. linearity: News from probabilistic opinion pooling" in the Vienna Joint Economics Seminar of the University of Vienna and the Institute for Advanced Studies.
Gesendet von FHerzberg in Forschung

Philipp Möhlmeier has defended his thesis (November 30)

Veröffentlicht am 30. November 2017

Our colleague Philipp Möhlmeier has successfully defended his Ph.D. thesis “The Role of Externalities in Social and Economic Networks” on November 30.
IMW professors Herbert Dawid (first examiner and supervisor) and Tim Hellmann (chair) served on the committee.
Congratulations!
Gesendet von OClaas in Forschung

Anna Zaharieva gives a talk at the University of Darmstadt (November 22)

Veröffentlicht am 17. November 2017
Anna Zaharieva gives a talk Formal Search and Referrals from a Firm's Perspective at the University of Darmstadt on November 22, 2017.
Gesendet von MHector in Forschung

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