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A Solvable Two-Dimensional Deg...
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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 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
Saved in:
3
Optimal dividend payout under stochastic discounting
Bandini, Elena
;
De Angelis, Tiziano
;
Ferrari, Giorgio
; …
- In:
Mathematical finance : an international journal of …
32
(
2022
)
2
,
pp. 627-677
Persistent link: https://www.econbiz.de/10013164565
Saved in:
4
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:
5
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
Saved in:
6
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
Saved in:
7
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:
8
Optimal prediction of resistance and support levels
De Angelis, Tiziano
;
Peskir, Goran
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 465-483
Persistent link: https://www.econbiz.de/10011704271
Saved in:
9
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
Saved in:
10
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
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