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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

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