Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Center for Mathematical Economics Working Papers / Center for Mathematical Economics, Bielefeld University

Citation Profile [Updated: 2024-12-09 13:41:37]
5 Years H Index
16
Impact Factor (IF)
0.45
5 Years IF
0.19
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2002 0 0.54 19 0 1 1 0 8 60 0 0 0 0 0.31
2010 0 0.52 0.43 0 50 51 7 8 192 0 0 0 0 0.3
2011 0.02 0.62 0.32 0.02 74 125 121 30 232 50 1 50 1 21 70 21 0.28 0.37
2012 0.1 0.68 0.4 0.1 1 126 2 32 282 124 13 124 13 0 2 2 0.36
2014 0 0.67 0.55 0.1 45 171 265 64 431 1 125 12 16 25 32 0.71 0.34
2015 0.71 0.65 0.39 0.21 25 196 47 61 508 45 32 170 35 8 13.1 11 0.44 0.36
2016 0.59 0.64 0.36 0.34 73 269 139 90 604 70 41 145 50 27 30 28 0.38 0.34
2017 0.2 0.62 0.12 0.31 370 639 180 77 681 98 20 144 44 18 23.4 14 0.04 0.35
2018 0.04 0.61 0.09 0.07 34 673 20 60 741 443 18 513 35 9 15 1 0.03 0.34
2019 0.03 0.61 0.12 0.1 25 698 29 86 827 404 14 547 57 16 18.6 14 0.56 0.36
2020 0.14 0.7 0.09 0.06 13 711 4 65 892 59 8 527 32 5 7.7 1 0.08 0.74
2021 0.24 0.95 0.1 0.06 17 728 16 72 964 38 9 515 30 7 9.7 3 0.18 0.39
2022 0.13 0.69 0.05 0.02 12 740 9 40 1004 30 4 459 10 4 10 0 0.22
2023 0.45 0.57 0.06 0.19 11 751 5 48 1052 29 13 101 19 5 10.4 1 0.09 0.18
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
11973A Simple Model of Imperfect Competition, where 4 are Few and 6 are Many. (1973). Selten, Reinhard. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:008.

Full description at Econpapers || Download paper

159
22014Opinion dynamics and wisdom under conformity. (2014). Hellmann, Tim ; Buechel, Berno ; Kloessner, Stefan . In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:469.

Full description at Econpapers || Download paper

27
32014Optimal consumption and portfolio choice with ambiguity. (2014). Riedel, Frank ; Lin, Qian. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:497.

Full description at Econpapers || Download paper

27
42017A general strategy proof fair allocation mechanism. (2017). Sun, Ning ; Yang, Zaifu. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:346.

Full description at Econpapers || Download paper

27
52014The evolution of R&D networks. (2014). Hellmann, Tim ; Rogers, Brian W. ; Dawid, Herbert ; Kuzmics, Christoph. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:467.

Full description at Econpapers || Download paper

24
62014Evolution of Social networks. (2014). Staudigl, Mathias ; Hellmann, Tim. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:470.

Full description at Econpapers || Download paper

24
72014Asymmetric competition among Nation States: a differential game approach. (2014). ZOU, Benteng ; Zanaj, Skerdilajda ; Pieretti, Patrice ; Han, Yutao. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:460.

Full description at Econpapers || Download paper

23
8Refined best reply correspondence and dynamics. (2016). Kuzmics, Christoph ; Hofbauer, Josef ; Balkenborg, Dieter. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:451.

Full description at Econpapers || Download paper

23
92016The Dynamics of Continuous Cultural Traits in Social Networks. (2016). Hellmann, Tim ; Buechel, Berno ; Pichler, Michael M.. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:457.

Full description at Econpapers || Download paper

22
102014Symmetric play in repeated allocation games. (2014). Rogers, Brian ; Palfrey, Thomas ; Kuzmics, Christoph. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:468.

Full description at Econpapers || Download paper

21
112011Voronoi languages. Equilibria in cheap-talk games with high-dimensional types and few signals. (2011). Riedel, Frank ; Koch-Metzger, Lars ; Jager, Gerhard . In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:420.

Full description at Econpapers || Download paper

21
122014A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis. (2014). Ferrari, Giorgio ; de Angelis, Tiziano. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:477.

Full description at Econpapers || Download paper

19
132017Power measurement as sensitivity analysis: a unified approach. (2017). Widgrén, Mika ; Napel, Stefan ; Widgren, M.. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:345.

Full description at Econpapers || Download paper

19
142016Large Deviations and Stochastic Stability in the Small Noise Double Limit, I: Theory. (2016). Staudigl, Mathias ; Sandholm, William. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:505.

Full description at Econpapers || Download paper

18
152016Large Deviations and Stochastic Stability in the Small Noise Double Limit, II: The Logit Model. (2016). Staudigl, Mathias ; Sandholm, William. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:506.

Full description at Econpapers || Download paper

17
161974Reexamination of the Perfectness Concept for Equilibrium Points in Extensive Games. (1974). Selten, Reinhard. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:023.

Full description at Econpapers || Download paper

17
172014Aggregation of Monotonic Bernoullian Archimedean preferences: Arrovian impossibility results. (2014). Herzberg, Frederik. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:488.

Full description at Econpapers || Download paper

15
182017Moral property rights in bargaining. (2017). Gaechter, S.. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:330.

Full description at Econpapers || Download paper

15
192017Existence of financial equilibria in continuous time with potentially complete markets. (2017). Riedel, Frank ; Herzberg, Frederik. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:443.

Full description at Econpapers || Download paper

14
201974The Chain Store Paradox. (1974). Selten, Reinhard. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:018.

Full description at Econpapers || Download paper

14
212011An axiomatization of the sequential Raiffa solution. (2011). Trockel, Walter. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:425.

Full description at Econpapers || Download paper

14
222011Network formation with closeness incentives. (2011). Büchel, Berno. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:395.

Full description at Econpapers || Download paper

13
232011An exact non-cooperative support for the sequential Raiffa solution. (2011). Trockel, Walter. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:426.

Full description at Econpapers || Download paper

13
242015Double Matching: Social Contacts in a Labour Market with On-the-Job Search. (2015). Zaharieva, Anna. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:473.

Full description at Econpapers || Download paper

12
252014On an integral equation for the free boundary of stochastic, irreversible investment problems. (2014). Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:471.

Full description at Econpapers || Download paper

11
262015Quick or Persistent? Strategic Investment Demanding Versatility. (2015). Steg, Jan-Henrik ; Thijssen, Jacco. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:541.

Full description at Econpapers || Download paper

10
272015Explaining the U-Shape of the Referral Hiring Pattern in a Search Model with Heterogeneous Workers. (2015). Stupnytska, Yuliia. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:511.

Full description at Econpapers || Download paper

10
282014Subgame-Perfect Equilibria in Stochastic Timing Games. (2014). Steg, Jan-Henrik ; Riedel, Frank. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:524.

Full description at Econpapers || Download paper

10
292017Formal search and referrals from a firms perspective. (2017). Zaharieva, Anna ; Stops, Michael ; Rebien, Martina. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:578.

Full description at Econpapers || Download paper

10
302016On non-cooperative foundation and implementation of the Nash Solution in subgame perfect equilibrium via Rubinstein’s game. (2016). Trockel, Walter ; Duman, Papatya. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:550.

Full description at Econpapers || Download paper

9
312014Explicit Collusion under Antitrust Enforcement. (2014). Mouraviev, Igor. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:494.

Full description at Econpapers || Download paper

9
322016Kuhns Theorem for Extensive Form Ellsberg Games. (2016). Riedel, Frank ; Mouraviev, Igor ; Sass, Linda . In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:510.

Full description at Econpapers || Download paper

9
332015Symmetric equilibria in stochastic timing games. (2015). Steg, Jan-Henrik. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:543.

Full description at Econpapers || Download paper

9
342017Viability and arbitrage under Knightian Uncertainty. (2017). Riedel, Frank ; Soner, H M ; Burzoni, M. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:575.

Full description at Econpapers || Download paper

8
352017Impossibility results for infinite-electorate abstract aggregation rules. (2017). Herzberg, Frederik ; Eckert, Daniel. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:427.

Full description at Econpapers || Download paper

8
362014Robustness of intermediate agreements for the Discrete Raiffa solution. (2014). Trockel, Walter ; Zaharieva, Anna. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:472.

Full description at Econpapers || Download paper

8
372014Optimal policy and the role of social contacts in a search model with heterogeneous workers. (2014). Zaharieva, Anna ; Stupnytska, Yuliia. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:491.

Full description at Econpapers || Download paper

8
382014Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources. (2014). Riedel, Frank ; Ferrari, Giorgio ; Chiarolla, Maria B.. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:463.

Full description at Econpapers || Download paper

7
392017Implementation of the Kalai Smorodinski bargaining solution in dominant strategies. (2017). Haake, Claus-Jochen. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:301.

Full description at Econpapers || Download paper

7
402017Convex fuzzy games and participation monotonic allocation schemes. (2017). Dimitrov, Dinko ; Branzei, R. ; Tijs, S.. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:332.

Full description at Econpapers || Download paper

7
412014Kuhns Theorem for Extensive Form Ellsberg Games. (2014). Sass, Linda . In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:478.

Full description at Econpapers || Download paper

7
422019A Semigroup Approach to Nonlinear Lévy Processes. (2019). Denk, Robert ; Satz, Helmut ; Kharzeev, D. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:610.

Full description at Econpapers || Download paper

7
432021Two-Sided Singular Control of an Inventory with Unknown Demand Trend. (2021). Rodosthenous, Neofytos ; Ferrari, Giorgio ; Federico, Salvatore. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:643.

Full description at Econpapers || Download paper

7
442014Robustness of intermediate agreements for the Discrete Raiffa solution. (2014). Trockel, Walter. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:496.

Full description at Econpapers || Download paper

7
452011Monotonicity and Nash implementation in matching markets with contracts. (2011). Klaus, Bettina ; Haake, Claus-Jochen. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:372.

Full description at Econpapers || Download paper

6
462015Network design and imperfect defense. (2015). Landwehr, Jakob . In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:537.

Full description at Econpapers || Download paper

6
472017Unique Nash implementation for a class of bargaining solutions. (2017). . In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:308.

Full description at Econpapers || Download paper

6
482011Do social preferences matter in competitive markets?. (2011). Riedel, Frank ; Heidhues, Paul. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:392.

Full description at Econpapers || Download paper

6
492018Doubly Reflected BSDEs and $\mathcal{E}$$^Æ’$-Dynkin games: beyond the right-continuous case. (2018). Ouknine, Youssef ; Quenez, Marie-Claire ; Imkeller, Peter ; Grigorova, Miryana. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:598.

Full description at Econpapers || Download paper

5
502014The LIBOR mechanism and Related Games. (2014). Diehl, Christoph. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:482.

Full description at Econpapers || Download paper

5
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12014The evolution of R&D networks. (2014). Hellmann, Tim ; Rogers, Brian W. ; Dawid, Herbert ; Kuzmics, Christoph. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:467.

Full description at Econpapers || Download paper

7
21973A Simple Model of Imperfect Competition, where 4 are Few and 6 are Many. (1973). Selten, Reinhard. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:008.

Full description at Econpapers || Download paper

6
32011Voronoi languages. Equilibria in cheap-talk games with high-dimensional types and few signals. (2011). Riedel, Frank ; Koch-Metzger, Lars ; Jager, Gerhard . In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:420.

Full description at Econpapers || Download paper

6
42021Two-Sided Singular Control of an Inventory with Unknown Demand Trend. (2021). Rodosthenous, Neofytos ; Ferrari, Giorgio ; Federico, Salvatore. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:643.

Full description at Econpapers || Download paper

6
52014Evolution of Social networks. (2014). Staudigl, Mathias ; Hellmann, Tim. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:470.

Full description at Econpapers || Download paper

5
62014Asymmetric competition among Nation States: a differential game approach. (2014). ZOU, Benteng ; Zanaj, Skerdilajda ; Pieretti, Patrice ; Han, Yutao. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:460.

Full description at Econpapers || Download paper

5
72016Large Deviations and Stochastic Stability in the Small Noise Double Limit, II: The Logit Model. (2016). Staudigl, Mathias ; Sandholm, William. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:506.

Full description at Econpapers || Download paper

4
82022A Unifying Framework for Submodular Mean Field Games. (2022). Nendel, Max ; Fischer, Markus ; Ferrari, Giorgio ; Dianetti, Jodi. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:661.

Full description at Econpapers || Download paper

4
92014Optimal consumption and portfolio choice with ambiguity. (2014). Riedel, Frank ; Lin, Qian. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:497.

Full description at Econpapers || Download paper

4
102015Symmetric equilibria in stochastic timing games. (2015). Steg, Jan-Henrik. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:543.

Full description at Econpapers || Download paper

4
112014Symmetric play in repeated allocation games. (2014). Rogers, Brian ; Palfrey, Thomas ; Kuzmics, Christoph. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:468.

Full description at Econpapers || Download paper

4
122016Large Deviations and Stochastic Stability in the Small Noise Double Limit, I: Theory. (2016). Staudigl, Mathias ; Sandholm, William. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:505.

Full description at Econpapers || Download paper

4
132023Ergodic Mean-Field Games of Singular Control with Regime-Switching (extended version). (2023). Tzouanas, Ioannis ; Ferrari, Giorgio ; Dianetti, Jodi. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:681.

Full description at Econpapers || Download paper

3
142021On an Irreversible Investment Problem with Two-Factor Uncertainty. (2021). Ferrari, Giorgio ; Dammann, Felix. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:646.

Full description at Econpapers || Download paper

3
152022Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence. (2022). Nendel, Max ; Kupper, Michael ; Denk, Robert ; Blessing, Jonas. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:662.

Full description at Econpapers || Download paper

3
162014Explicit Collusion under Antitrust Enforcement. (2014). Mouraviev, Igor. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:494.

Full description at Econpapers || Download paper

3
172021Inequity Aversion and Limited Foresight in the Repeated Prisoner’s Dilemma. (2021). Breitmoser, Yves ; Backhaus, Teresa. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:652.

Full description at Econpapers || Download paper

2
182018An optimal extraction problem with price impact. (2018). Koch, Torben ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:603.

Full description at Econpapers || Download paper

2
192022Efficient Allocations under Ambiguous Model Uncertainty. (2022). Tallon, Jean Marc ; Riedel, Frank ; Mukerji, Sujoy ; Hara, Chiaki. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:669.

Full description at Econpapers || Download paper

2
202018Dynamic Consistency in Incomplete Information Games with Multiple Priors. (2018). Pahlke, Marieke. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:599.

Full description at Econpapers || Download paper

2
212021Wasserstein Perturbations of Markovian Transition Semigroups. (2021). Nendel, Max ; Kupper, Michael ; Fuhrmann, Sven. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:649.

Full description at Econpapers || Download paper

2
222014A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis. (2014). Ferrari, Giorgio ; de Angelis, Tiziano. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:477.

Full description at Econpapers || Download paper

2
232021Optimal Surplus-dependent Reinsurance under Regime-Switching in a Brownian Risk Model. (2021). Schmeck, Maren Diane ; Fabrykowski, Lukas ; Eisenberg, Julia. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:648.

Full description at Econpapers || Download paper

2
242020Taming the Spread of an Epidemic by Lockdown Policies. (2020). Ferrari, Giorgio ; Federico, Salvatore. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:639.

Full description at Econpapers || Download paper

2
252021Stationary Discounted and Ergodic Mean Field Games of Singular Control. (2021). Ferrari, Giorgio ; Dianetti, Jodi ; Cao, Haoyang. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:650.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 13
YearTitle
2023Uncertainty over Uncertainty in Environmental Policy Adoption: Bayesian Learning of Unpredictable Socioeconomic Costs. (2023). Rodosthenous, Neofytos ; Ferrari, Giorgio ; Basei, Matteo. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:677.

Full description at Econpapers || Download paper

2023Optimal execution with multiplicative price impact and incomplete information on the return. (2023). Ferrari, Giorgio ; Dammann, Felix. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:3:d:10.1007_s00780-023-00508-y.

Full description at Econpapers || Download paper

2023A Mean-Field Control Problem of Optimal Portfolio Liquidation with Semimartingale Strategies. (2022). Xia, Xiaonyu ; Horst, Ulrich ; Fu, Guanxing. In: Papers. RePEc:arx:papers:2207.00446.

Full description at Econpapers || Download paper

2023Strategies in the repeated prisoner’s dilemma: A cluster analysis. (2023). Tubul, Itay ; Heller, Yuval. In: MPRA Paper. RePEc:pra:mprapa:117444.

Full description at Econpapers || Download paper

2023Linear-Quadratic-Singular Stochastic Differential Games and Applications. (2023). Vepsaelaeinen, M ; Laine, Mikko ; Burnier, Yannis. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:678.

Full description at Econpapers || Download paper

2023Extended mean-field control problems with multi-dimensional singular controls. (2023). Horst, Ulrich ; Denkert, Robert. In: Papers. RePEc:arx:papers:2308.04378.

Full description at Econpapers || Download paper

2023Portfolio Choice In Dynamic Thin Markets: Merton Meets Cournot. (2023). Jacka, Saul D ; Gupta, Puru. In: Papers. RePEc:arx:papers:2309.16047.

Full description at Econpapers || Download paper

2023Convergence of Infintesimal Generators and Stability of Convex Montone Semigroups. (2023). Nendel, Max ; Kupper, Michael ; Blessing, Jonas. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:680.

Full description at Econpapers || Download paper

2023The hammer and the jab: Are COVID-19 lockdowns and vaccinations complements or substitutes?. (2023). Sánchez-Romero, Miguel ; Kuhn, Michael ; Kort, Peter ; Feichtinger, Gustav ; Hartl, R F ; Grass, D ; Caulkins, J P ; Wrzaczek, S ; Seidl, A ; Sanchez-Romero, M ; Prskawetz, A. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:1:p:233-250.

Full description at Econpapers || Download paper

2023TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES. (2023). Tallon, Jeanmarc ; Ozsoylev, Han N ; Mukerji, Sujoy. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:1127-1164.

Full description at Econpapers || Download paper

2023The impact of ambiguity-loving attitude on market participation and asset pricing. (2023). Huang, Helen ; Zhang, Shunming ; Wang, Yanjie ; Sun, Yuzhe. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003395.

Full description at Econpapers || Download paper

2023An efficient algorithm for pricing reinsurance contract under the regime-switching model. (2023). Azhdari, Parvin ; Vajargah, Kianoush Fathi ; Abbaspour, Manijeh. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:211:y:2023:i:c:p:278-300.

Full description at Econpapers || Download paper

2023Irreversible Reinsurance: Minimization of Capital Injections in Presence of a Fixed Cost. (2023). Torrente, Maria Laura ; Ferrari, Giorgio ; Federico, Salvatore. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:682.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2023
YearCiting document
2023Ergodic Mean-Field Games of Singular Control with Regime-Switching (extended version). (2023). Tzouanas, Ioannis ; Ferrari, Giorgio ; Dianetti, Jodi. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:681.

Full description at Econpapers || Download paper

Recent citations received in 2022
YearCiting document

Recent citations received in 2021
YearCiting document
2021Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control. (2021). Ferrari, Giorgio ; Calvia, Alessandro. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:651.

Full description at Econpapers || Download paper

2021Investment Decisions with Two-Factor Uncertainty. (2021). Kort, Peter ; Compernolle, Tine ; Nunes, Claudia ; Lavrutich, Maria. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:534-:d:674627.

Full description at Econpapers || Download paper

2021Special Issue “Interplay between Financial and Actuarial Mathematics”. (2021). Eisenberg, Julia ; Constantinescu, Corina. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:8:p:139-:d:601932.

Full description at Econpapers || Download paper

Recent citations received in 2020
YearCiting document
2020Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty. (2020). Li, Hanwu ; Ferrari, Giorgio ; Riedel, Frank. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:641.

Full description at Econpapers || Download paper