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Center for Mathematical Economics - Kategorie 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.
Gesendet von GBauch in Forschung

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.
Gesendet von GBauch in Forschung

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".
Gesendet von GBauch in Forschung

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.
Gesendet von GBauch in Forschung

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".
Gesendet von GBauch in Forschung

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.
Gesendet von GBauch in Forschung

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.
Gesendet von GBauch in Forschung

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

New Paper by Frank Riedel

Veröffentlicht am 10. September 2020
The paper "Optimal consumption and portfolio choice with ambiguous interest rates and volatility“ has been published online by Economic Theory. We establish the surprising result that a long term investor who faces sufficiently large Knightian uncertainty about interest rates optimally invests all wealth in risky assets, and stays away from the (deceptively safe) bond market. Link: https://rdcu.be/b6ZUI
Gesendet von GBauch in Forschung

Jodi Dianetti and Julian Hölzermann attend summer school

Veröffentlicht am 31. August 2020
Jodi Dianetti and Julian Hölzermann attended the 13th European Summer School in Financial Mathematics in Vienna.
Jodi Dianetti gave a talk on "Submodular Mean Field Games: Existence and Approximation of Solutions". Julian Hölzermann presented his work on "Pricing Interest Rate Derivatives under Volatility Uncertainty".
Gesendet von GBauch in Forschung

New publication by Ghislain-Herman Demeze-Jouatsa

Veröffentlicht am 27. August 2020
The paper "A complete folk theorem for finitely repeated games" by Ghislain-Herman Demeze-Jouatsa has been accepted for publication in International Journal of Game Theory.
Gesendet von GBauch in Forschung

New Article of Anna Zaharieva

Veröffentlicht am 26. August 2020
The article "Formal Search and Referrals from a Firm's Perspective" by Prof. Anna Zaharieva, Martina Rebien and Michael Stops has been published by the International Economic Review.
Gesendet von GBauch in Forschung

Marieke Pahlke is giving an online talk at the 12th World Congress of the Econometric Society

Veröffentlicht am 17. August 2020
On August 17, Marieke Pahlke is giving an online talk at the 12th World Congress of the Econometric Society on "Dynamic Consistency in Ambiguous Persuasion". This year, the congress takes place virtually.
Gesendet von RDoleske in Forschung

Article of Lazar Obradović published in Mathematical Methods of Operations Research

Veröffentlicht am 11. Juli 2020
The article "Robust best choice problem" of Lazar Obradović, associated researcher of the IMW, has just been published in Mathematical Methods of Operations Research. Congratulations!
Gesendet von GBauch in Forschung

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