//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Mathematics of operations research"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A Solvable Two-Dimensional Deg...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Search theory
4
Suchtheorie
4
Game theory
3
Spieltheorie
3
Stochastic process
3
Stochastischer Prozess
3
optimal stopping
3
Control theory
2
Dynkin games
2
Kontrolltheorie
2
Mathematical programming
2
Mathematische Optimierung
2
Nash equilibrium
2
Nash-Gleichgewicht
2
Option pricing theory
2
Optionspreistheorie
2
free-boundary problems
2
irreversible investment
2
singular control
2
singular stochastic control
2
Abelian limit
1
Aktienoption
1
American put option
1
Asymmetric information
1
Asymmetrische Information
1
Derivat
1
Derivative
1
Hamilton-Jacobi-Bellman equation
1
Incomplete information
1
Markov chain
1
Markov-Kette
1
Nash equilibria
1
Option trading
1
Optionsgeschäft
1
Stock option
1
Tarski’s fixed point theorem
1
Unvollkommene Information
1
asymmetric information
1
complete lattice of measures
1
discounted and ergodic criterion
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
De Angelis, Tiziano
6
Ferrari, Giorgio
4
Dianetti, Jodi
2
Cao, Haoyang
1
Colaneri, Katia
1
Ekström, Erik
1
Federico, Salvatore
1
Fischer, Markus
1
Gensbittel, Fabien
1
Glover, Kristoffer
1
Kitapbayev, Yerkin
1
Moriarty, John
1
Nendel, Max
1
Villeneuve, Stéphane
1
more ...
less ...
Published in...
All
Mathematics of operations research
Working Papers / Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
318
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
54
Center for Mathematical Economics Working Papers
50
Papers / arXiv.org
11
Carlo Alberto notebooks
6
Institute of Mathematical Economics Working Paper
6
Finance and stochastics
5
Working Papers
4
Center for Mathematical Economics Working Paper
2
European journal of operational research : EJOR
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Risks
2
Stochastic Processes and their Applications
2
Working papers / TSE : WP
2
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied Energy
1
Applied mathematical finance
1
Decisions in economics and finance : a journal of applied mathematics
1
Economic theory
1
Energy economics
1
Finance and Stochastics
1
Insurance / Mathematics & economics
1
Journal of mathematical economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical methods of operations research : ZOR
1
Mathematics and financial economics
1
Melbourne Institute Working Paper
1
Melbourne Institute Working Paper Series
1
Melbourne Institute working paper series
1
Probability theory and related fields
1
Quaderni del Dipartimento di economia politica e statistica
1
Quantitative finance
1
Risks : open access journal
1
Stochastic optimization: theory and applications
1
Wealth, poverty and survival : Australia in the world
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs
De Angelis, Tiziano
;
Ferrari, Giorgio
;
Moriarty, John
- In:
Mathematics of operations research
44
(
2019
)
2
,
pp. 512-531
Persistent link: https://www.econbiz.de/10012028632
Saved in:
2
Optimal boundary surface for irreversible investment with stochastic costs
De Angelis, Tiziano
;
Federico, Salvatore
;
Ferrari, Giorgio
- In:
Mathematics of operations research
42
(
2017
)
4
,
pp. 1135-1161
Persistent link: https://www.econbiz.de/10011773311
Saved in:
3
A Dynkin game on assets with incomplete information on the return
De Angelis, Tiziano
;
Gensbittel, Fabien
;
Villeneuve, …
- In:
Mathematics of operations research
46
(
2021
)
1
,
pp. 28-60
Persistent link: https://www.econbiz.de/10012498081
Saved in:
4
On the optimal exercise boundaries of swing put options
De Angelis, Tiziano
;
Kitapbayev, Yerkin
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 252-274
Persistent link: https://www.econbiz.de/10011818754
Saved in:
5
Dynkin games with incomplete and asymmetric information
De Angelis, Tiziano
;
Ekström, Erik
;
Glover, Kristoffer
- In:
Mathematics of operations research
47
(
2022
)
1
,
pp. 560-586
Persistent link: https://www.econbiz.de/10013364901
Saved in:
6
A class of recursive optimal stopping problems with applications to stock trading
Colaneri, Katia
;
De Angelis, Tiziano
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 1833-1861
Persistent link: https://www.econbiz.de/10013374973
Saved in:
7
A unifying framework for submodular mean field games
Dianetti, Jodi
;
Ferrari, Giorgio
;
Fischer, Markus
; …
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1679-1710
Persistent link: https://www.econbiz.de/10014329354
Saved in:
8
Stationary discounted and ergodic mean field games with singular controls
Cao, Haoyang
;
Dianetti, Jodi
;
Ferrari, Giorgio
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 1871-1898
Persistent link: https://www.econbiz.de/10014437738
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->