Browsing All of EconStor by Author De Angelis, Tiziano

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