On a class of singular stochastic control problems for reflected diffusions
Year of publication: |
2017
|
---|---|
Authors: | Ferrari, Giorgio |
Publisher: |
Bielefeld : Bielefeld University, Center for Mathematical Economics (IMW) |
Subject: | reflected one-dimensional diffusions | singular stochastic control | variational inequality | optimal stopping | optimal dividend | optimal harvesting |
-
On a class of singular stochastic control problems for reflected diffusions
Ferrari, Giorgio, (2017)
-
On the singular control of exchange rates
Ferrari, Giorgio, (2017)
-
On the singular control of exchange rates
Ferrari, Giorgio, (2017)
- More ...
-
Optimal execution with multiplicative price impact and incomplete information on the return
Dammann, Felix, (2022)
-
Optimal vaccination in a SIRS epedemic model
Federico, Salvatore, (2022)
-
Irreversible reinsurance: Minimization of capital injections in presence of a fixed cost
Federico, Salvatore, (2023)
- More ...