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Center for Mathematical Economics - Kategorie Forschung

New Publication by Giorgio Ferrari

Veröffentlicht am 25. November 2019
The paper Optimal Control of Debt-to-GDP Ratio in an N-state Regime Switching Economy by G. Ferrari and N. Rodosthenous has been accepted for publication in SIAM Journal on Control and Optimization.
Gesendet von TKlöpping in Forschung

New paper in Mathematical Finance

Veröffentlicht am 25. November 2019
The paper Dynamically consistent alpha-maxmin expected utility written by Patrick Beissner, Qian Lin, and Frank Riedel, has been accepted for publication in Mathematical Finance.
Gesendet von TKlöpping in Forschung

Giorgio Ferrari gives a talk at Dublin City University (November 15)

Veröffentlicht am 15. November 2019
Giorgio Ferrari is visiting the School of Mathmatical Sciences of Dublin City University and will give a talk on November 15 on Nonzero-sum Submodular Monotone Follower Games.
Gesendet von TKlöpping in Forschung

Maren Schmeck gives a talk at Universität Duisburg-Essen (November 13)

Veröffentlicht am 13. November 2019
Maren Schmeck gives a talk about Seasonality in the Implied Volatility of Electricity Options at the Chair for Energy Trading and Finance of the University Duisburg-Essen.
Gesendet von TKlöpping in Forschung

Max Nendel gives a talk in Vienna (September 10)

Veröffentlicht am 21. Oktober 2019
Max Nendel gives a talk at Vienna Congress on Mathematical Finance 2019 (WU Vienna) on 10th of september.
Gesendet von TKlöpping in Forschung

Frank Rieder is main speaker at the 4th QFRA-symposium in Trier (October 24)

Veröffentlicht am 21. Oktober 2019
Frank Riedel main speaker at the 4. Symposium für Quantitative Finance and Risk Analysis in Trier.
Gesendet von TKlöpping in Forschung

Jan-Henrik Steg gives a talk in Seattle (October 20-23)

Veröffentlicht am 21. Oktober 2019
Jan-Henrik Steg gives a talk at the INFORMS Annual Meeting 2019, that is taking place in Seattle (October 20-23).
Gesendet von TKlöpping in Forschung

New Publication by Giorgio Ferrari

Veröffentlicht am 16. Oktober 2019
The paper On the Singular Control of Exchange Rates by Giorgio Ferrari and Tiziano Vargiolu has been accepted for publication in Annals of Operations Research.
Gesendet von TKlöpping in Forschung

Maren Schmeck is gives a talk at DVGFM workshop (October 12)

Veröffentlicht am 14. Oktober 2019
Maren Schmeck gives a talk for the DVGFM workshop for Master students in Loccum.
Gesendet von TKlöpping in Forschung

New Paper by Torben Koch to be published

Veröffentlicht am 9. Oktober 2019
The new Paper Universal Bounds and Monotonicity Properties of Ratios of Hermite and Parabolic Cylinder Functions, written by Torben Koch, will be published in the Proceedings of the American Mathematical Society (AMS).
Gesendet von TKlöpping in Forschung

Elena Orlova gives a presentation at University Paris 1 Pantheon-Sorbonne (October 7 - 19)

Veröffentlicht am 7. Oktober 2019
Elena Orlova has a research stay at the University Paris 1 Pantheon-Sorbonne (Prof. Rusinowska) from october 7 to 19 and gave a presentation at october 17.
Gesendet von TKlöpping in Forschung

Ghislain-H DEMEZE-JOUATSA gave a talk in Yaoundé I (September 28)

Veröffentlicht am 28. September 2019
Ghislain-H DEMEZE-JOUATSA gave a talk in the MASS monthly Seminar of the University of Yaoundé I on September 28th, 2019.
Gesendet von TKlöpping in Forschung

New Publication by Giorgio Ferrari and Torben Koch

Veröffentlicht am 25. September 2019
The paper An Optiml Extraction Problem with Price Impact by Giorgio Ferrari and Torben Koch has been accepted for publication in Applied Mathematics and Optimization.
Gesendet von TKlöpping in Forschung

New Publication by Volker Böhm

Veröffentlicht am 23. September 2019
Volker Böhm publishes a paper as a collaborative work with Anna Agliari and Nicolo Pecora in the Chaos, Solitons & Fractals journal. The papers title is Endogenous Cycles from Income Diversity, Capital Ownership, and Differential Savings.
Gesendet von TKlöpping in Forschung

Frank Riedel visits Princeton University (September 25)

Veröffentlicht am 23. September 2019
Frank Riedel collaborates with Princeton University within the CRC 1283. He gives a talk on Equilibria under Knightian Price Uncertainty at the ORFE department on Wednesday, September 25.
Gesendet von TKlöpping in Forschung

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