Dammann, F. & Ferrari, G. (2024). A Stationary Equilibrium Model of Green Technology Adoption with Endogenous Carbon Price (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
2023 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2981371
Dammann, F. & Ferrari, G. (2023). Optimal execution with multiplicative price impact and incomplete information on the return. Finance and Stochastics . Springer . doi:10.1007/s00780-023-00508-y.
Dammann, F. & Ferrari, G. (2022). Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
2021 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2960182
Dammann, F. & Ferrari, G. (2021). On an irreversible investment problem with two-factor uncertainty. Quantitative Finance. Routledge . doi:10.1080/14697688.2021.1983202.
Dammann, F. & Ferrari, G. (2021). On an Irreversible Investment Problem with Two-Factor Uncertainty (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.