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Optimal dividends with partial information and stopping of a degenerate reflecting diffusion
De Angelis, Tiziano
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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
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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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5
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
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