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Center for Mathematical Economics

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

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