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~person:"Gozzi, Fausto"
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Gozzi, Fausto
Stein, Jerome L.
44
Ferrari, Giorgio
33
Feichtinger, Gustav
29
Boucekkine, Raouf
26
Kort, Peter M.
23
Federico, Salvatore
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European journal of operational research : EJOR
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ECONIS (ZBW)
14
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11
Income drawdown option with minimum guarantee
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
; …
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 610-624
Persistent link: https://www.econbiz.de/10010360497
Saved in:
12
Pension funds with a minimum guarantee : a stochastic control approach
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 297-342
Persistent link: https://www.econbiz.de/10009159089
Saved in:
13
Optimal strategies in linear multisector models : value function and optimality conditions
Freni, Giuseppe
;
Gozzi, Fausto
;
Pignotti, Cristina
- In:
Journal of mathematical economics
44
(
2008
)
1
,
pp. 55-86
Persistent link: https://www.econbiz.de/10003623631
Saved in:
14
Incentive compatibility constraints and dynamic programming in continuous time
Barucci, Emilio
;
Gozzi, Fausto
;
Świȩch, Andrzej
- In:
Journal of mathematical economics
34
(
2000
)
4
,
pp. 471-508
Persistent link: https://www.econbiz.de/10001531834
Saved in:
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