3
H index
1
i10 index
34
Citations
Australian National University | 3 H index 1 i10 index 34 Citations RESEARCH PRODUCTION: 1 Articles 8 Papers RESEARCH ACTIVITY: 6 years (2013 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pbe923 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Patrick Beißner. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Center for Mathematical Economics Working Papers / Center for Mathematical Economics, Bielefeld University | 6 |
Year | Title of citing document |
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2023 | An axiomatic approach to default risk and model uncertainty in rating systems. (2023). Streicher, Jan ; Nendel, Max. In: Papers. RePEc:arx:papers:2303.08217. Full description at Econpapers || Download paper |
2024 | Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems. (2024). Zhang, Ying ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2403.09532. Full description at Econpapers || Download paper |
2024 | Multi-agent Equilibrium Model with Heterogeneous Views on Fundamental Risks in Incomplete Market. (2024). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CARF F-Series. RePEc:cfi:fseres:cf578. Full description at Econpapers || Download paper |
2023 | European option pricing with market frictions, regime switches and model uncertainty. (2023). Siu, Tak Kuen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:233-250. Full description at Econpapers || Download paper |
2023 | Dynamic bid–ask pricing under Dempster-Shafer uncertainty. (2023). Vantaggi, Barbara ; Petturiti, Davide ; Cinfrignini, Andrea. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:107:y:2023:i:c:s0304406823000642. Full description at Econpapers || Download paper |
2023 | An axiomatic approach to default risk and model uncertainty in rating systems. (2023). Streicher, Jan ; Nendel, Max. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:109:y:2023:i:c:s0304406823000897. Full description at Econpapers || Download paper |
2024 | On constrained generalized games with action sets in non-locally-convex and non-Hausdorff topological vector spaces. (2024). Uyanik, Metin ; McLean, Richard P ; Khan, Ali M. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:111:y:2024:i:c:s0304406824000260. Full description at Econpapers || Download paper |
2023 | Model-Free Bounds for Multi-Asset Options Using Option-Implied Information and Their Exact Computation. (2023). Xiang, Qikun ; Papapantoleon, Antonis ; Neufeld, Ariel. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:4:p:2051-2068. Full description at Econpapers || Download paper |
2024 | Multi-agent Equilibrium Model with Heterogeneous Views on Fundamental Risks in Incomplete Market. (2024). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CIRJE F-Series. RePEc:tky:fseres:2024cf1224. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty In: Papers. [Full Text][Citation analysis] | paper | 4 |
2016 | Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty.(2016) In: Center for Mathematical Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2015 | Existence of Arrow-Debreu Equilibrium with Generalized Stochastic Differential Utility In: Center for Mathematical Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Coherent price systems and uncertainty-neutral valuation In: Center for Mathematical Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2013 | Coherent Price Systems and Uncertainty-Neutral Valuation.(2013) In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2016 | Radner Equilibria under Ambiguous Volatility In: Center for Mathematical Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | Knight-Walras equilibria In: Center for Mathematical Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Equilibria under Knightian Price Uncertainty In: Center for Mathematical Economics Working Papers. [Full Text][Citation analysis] | paper | 24 |
2019 | On Hurwicz–Nash equilibria of non-Bayesian games under incomplete information In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 2 |
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