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Center for Mathematical Economics

Center for Mathematical Economics

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

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