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Optimal stopping
Stochastischer Prozess
51
optimal stopping
50
Stochastic process
49
singular stochastic control
49
Suchtheorie
34
Kontrolltheorie
33
Search theory
33
Control theory
32
irreversible investment
27
Mathematical programming
21
Mathematische Optimierung
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Option pricing theory
19
Optionspreistheorie
19
Theorie
19
Spieltheorie
18
Theory
18
Game theory
17
free boundary
17
Nash equilibrium
16
free boundary problems
12
singular control
12
Investition
11
viscosity solution
11
Investment
10
Nash-Gleichgewicht
10
free-boundary
10
Hamilton-Jacobi-Bellman equation
9
Markov chain
9
Singular stochastic control
9
Decision under uncertainty
8
Dividend
8
Dividende
8
Entscheidung unter Unsicherheit
8
Markov-Kette
8
Real options analysis
8
Realoptionsansatz
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8
finite-fuel singular stochastic control
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Ferrari, Giorgio
12
De Angelis, Tiziano
5
Zhu, Shihao
4
Callegaro, Giorgia
2
Ceci, Claudia
2
Chiarolla, Maria B.
2
Dammann, Felix
2
Martyr, Randall
2
Moriarty, John
2
Stabile, Gabriele
2
Basei, Matteo
1
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1
Kosmala, Tomasz
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Finance and stochastics
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Decisions in economics and finance : a journal of applied mathematics
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ECONIS (ZBW)
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Optimal entry to an irreversible investment plan with non convex costs
De Angelis, Tiziano
;
Ferrari, Giorgio
;
Martyr, Randall
; …
- In:
Mathematics and financial economics
11
(
2017
)
4
,
pp. 423-454
Persistent link: https://www.econbiz.de/10011900577
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2
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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3
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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4
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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5
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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6
Optimal switch from a fossil-fueled to an electric vehicle
Falbo, Paolo
;
Ferrari, Giorgio
;
Rizzini, Giorgio
; …
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
2
,
pp. 1147-1178
Persistent link: https://www.econbiz.de/10012795126
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7
On the singular control of exchange rates
Ferrari, Giorgio
;
Vargiolu, Tiziano
- In:
Stochastic optimization: theory and applications
,
(pp. 795-832)
.
2020
Persistent link: https://www.econbiz.de/10012290842
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8
On an irreversible investment problem with two-factor uncertainty
Dammann, Felix
;
Ferrari, Giorgio
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 907-921
Persistent link: https://www.econbiz.de/10013367870
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9
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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10
Uncertainty over uncertainty in environmental policy adoption : Bayesian learning of unpredictable socioeconomic costs
Basei, Matteo
;
Ferrari, Giorgio
;
Rodosthenous, Neofytos
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10015050050
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