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Center for Mathematical Economics

Center for Mathematical Economics

New Article of Giorgio Ferrari

Veröffentlicht am 22. November 2020
The paper "Taming the Spread of an Epidemics by Lockdown Policies" by Giorgio Ferrari and Salvatore Federico (University of Genova) has been accepted for publication in the Journal of Mathematical Economics.
Gesendet von GBauch in Forschung

Anna Zaharieva gives a virtual talk at the IAAEU Trier

Veröffentlicht am 16. November 2020
On Tuesday, 10th of November 2020, Anna Zaharieva gave a virtual talk at the Institute for Labour Law ad Industrial Relations (IAAEU) in Trier. The title of the talk was "Social Networks, Promotions and the Glass-Ceiling Effect".
Gesendet von RDoleske in Forschung

Max Nendel gives a talk at the Symposium of Imprecise Probability

Veröffentlicht am 15. November 2020
On Tuesday, 17th of November 2020, Max Nendel is going to give on online talk at the Symposium on Imprecise Probability, Theory and Applications. The title of the talk is "On nonlinear semigroups and model uncertainty in finance". Further information on the Symposium can be found on their homepage.
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Giorgio Ferrari obtained a second Italian national habilitation as Full Professor

Veröffentlicht am 13. November 2020
Giorgio Ferrari obtained the Italian national habilitation as Full Professor in Mathematics for Economics, Finance and Actuarial Sciences as well. Congratulazioni!
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Article of Max Nendel accepted for publication

Veröffentlicht am 10. November 2020
The article "Convex semigroups on $L^p$-like spaces" of Max Nendel has been accepted for publication in the Journal of Evolution Equations.
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Giorgio Ferrari obtained Italian national habilitation as Full Professor

Veröffentlicht am 10. November 2020
Giorgio Ferrari obtained the Italian national habilitation as Full Professor in Probability and Mathematical Statistics. Congratulazioni!
Gesendet von RDoleske in Lehre

New Article of Maren Schmeck

Veröffentlicht am 26. Oktober 2020
The article "Capturing the power options smile by an additive two-factor model for overlapping futures prices" by Maren Schmeck in cooperation with T. Vargiolu (University of Padova) and M. Piccirilli (Dublin City University) has been accepted for publication in the journal "Energy Economics".
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New Article of Hanwu Li

Veröffentlicht am 21. Oktober 2020
The paper "Backward stochastic differential equations driven by G-Brownian motion with double reflections" by Hanwu Li has been accepted for publication by the Journal of Theoretical Probability.
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New Article of Maren Schmeck

Veröffentlicht am 19. Oktober 2020
The article "Mortality Options: the Point of View of an Insurer" by Maren Schmeck in cooperation with Hanspeter Schmidli (Cologne University) has been accepted for publication in the journal "Insurance: Mathematics and Economics".
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Game Theorists win Nobel Memorial Prize

Veröffentlicht am 13. Oktober 2020
The IMW appreciates the honour given to Paul R. Milgrom und Robert B. Wilson awarding them with the Nobel Memorial Prize. Their contributions to the field of game theory, especially auction theory, have ever since been seminal and found application in many common scenarios, such as the auction of 5-G mobile licenses. Further reading and comments of Prof. Riedel, director of the IMW, can be found in the following two German newspaper articles: Neue Westfälische, Westfalen-Blatt
Gesendet von GBauch in Allgemein

New IMW Homepage online

Veröffentlicht am 24. September 2020
Starting from 24th of September 2020, the old homepage of the IMW was exchanged for the new one. It now runs on the new content management system (Roxen17) and fits into the corporate design of the University. If you encounter any wrong links or have suggestions for adjustments, please write an email to our IT support
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IMW now on Twitter

Veröffentlicht am 22. September 2020
The IMW is now active on Twitter: https://mobile.twitter.com/BielefeldImw/. In order to increase our perception on Twitter you can help us by retweeting our posts.
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New Paper by Giorgio Ferrari

Veröffentlicht am 17. September 2020
The paper "Numerical Approximation of the Value of a Stochastic Differential Game with Asymmetric Information" - a joint project of Giorgio Ferrari with Lubomir Banas and Tsiry Randrianasolo from the Faculty of Mathematics - has been accepted for publication on SIAM Journal on Control and Optimization.
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Working Paper of Max Nendel accepted for Publication

Veröffentlicht am 14. September 2020
The IMW Working Paper "Markov chains under nonlinear expectation" by Max Nendel has been accepted for publication in Mathematical Finance.
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Max Nendel held a contributed talk at Bernoulli-IMS One WOrld Symposium 2020

Veröffentlicht am 14. September 2020
Max Nendel has participated in the Bernoulli-IMS One World Symposium 2020 (online) from 24.08-28.08. In this context he held a contributed talk. Link to the event: https://www.worldsymposium2020.org/
Gesendet von RDoleske in Forschung

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