Browsing All of EconStor by Author De Angelis, Tiziano
Showing results 1 to 10 of 10
Year of Publication | Title | Author(s) |
2013 | A stochastic reversible investment problem on a finite-time horizon: Free boundary analysis | De Angelis, Tiziano; Ferrari, Giorgio |
2014 | On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment | De Angelis, Tiziano; Federico, Salvatore; Ferrari, Giorgio |
2014 | A Non Convex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries | De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John |
2014 | A solvable two-dimensional degenerate singular stochastic control problem with non convex costs | De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John |
2016 | Nash equilibria of threshold type for two-player nonzero-sum games of stopping | De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John |
2016 | Optimal entry to an irreversible investment plan with non convex costs | De Angelis, Tiziano; Ferrari, Giorgio; Martyr, Randall; Moriarty, John |
2016 | Stochastic nonzero-sum games: A new connection between singular control and optimal stopping | De Angelis, Tiziano; Ferrari, Giorgio |
2016 | A solvable two-dimensional singular stochastic control problem with non convex costs | De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John |
2017 | A note on a new existence result for reflected BSDES with interconnected obstacles | De Angelis, Tiziano; Ferrari, Giorgio; Hamadène, Saïd |
2020 | Optimal dividend payout under stochastic discounting | Bandini, Elena; De Angelis, Tiziano; Ferrari, Giorgio; Gozzi, Fausto |