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Optimal dividends with partial information and stopping of a degenerate reflecting diffusion
De Angelis, Tiziano - In: Finance and stochastics 24 (2020) 1, pp. 71-123
Persistent link: https://www.econbiz.de/10012253341
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An analytical study of participating policies with minimum rate guarantee and surrender option
Chiarolla, Maria B.; De Angelis, Tiziano; Stabile, Gabriele - In: Finance and stochastics 26 (2022) 2, pp. 173-216
Persistent link: https://www.econbiz.de/10013197521
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On the free boundary of an annuity purchase
De Angelis, Tiziano; Stabile, Gabriele - In: Finance and stochastics 23 (2019) 1, pp. 97-137
Persistent link: https://www.econbiz.de/10012023700
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Optimal reduction of public debt under partial observation of the economic growth
Callegaro, Giorgia; Ceci, Claudia; Ferrari, Giorgio - In: Finance and stochastics 24 (2020) 4, pp. 1083-1132
Persistent link: https://www.econbiz.de/10012518165
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Optimal execution with multiplicative price impact and incomplete information on the return
Dammann, Felix; Ferrari, Giorgio - In: Finance and stochastics 27 (2023) 3, pp. 713-768
Persistent link: https://www.econbiz.de/10014328989