95 Publikationen
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2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2985076A. Chen, G. Ferrari, and S. Zhu, Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning, Center for Mathematical Economics Working Papers, vol. 684, Bielefeld: Center for Mathematical Economics, 2023.PUB | PDF
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2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2983417S. Federico, G. Ferrari, and M.L. Torrente, Irreversible Reinsurance: Minimization of Capital Injections in Presence of a Fixed Cost, Center for Mathematical Economics Working Papers, vol. 682, Bielefeld: Center for Mathematical Economics, 2023.PUB | PDF
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2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2981284J. Dianetti, G. Ferrari, and I. Tzouanas, Ergodic Mean-Field Games of Singular Control with Regime-Switching (extended version), Center for Mathematical Economics Working Papers, vol. 681, Bielefeld: Center for Mathematical Economics, 2023.PUB | PDF
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2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2980533J. Dianetti and G. Ferrari, “Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controls”, Stochastic Processes and their Applications, vol. 162, 2023, pp. 547-592.PUB | DOI | WoS
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2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2978796R. Aïd, M. Basei, and G. Ferrari, A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy, Center for Mathematical Economics Working Papers, vol. 679, Bielefeld: Center for Mathematical Economics, 2023.PUB | PDF
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2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2978674M. Basei, G. Ferrari, and N. Rodosthenous, Uncertainty over Uncertainty in Environmental Policy Adoption: Bayesian Learning of Unpredictable Socioeconomic Costs, Center for Mathematical Economics Working Papers, vol. 677, Bielefeld: Center for Mathematical Economics, 2023.PUB | PDF
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2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2968012S. Federico, G. Ferrari, and M.-L. Torrente, “Optimal vaccination in a SIRS epidemic model”, Economic Theory , 2022.PUB | DOI | WoS | PubMed | Europe PMC
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2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2961488F. Dammann and G. Ferrari, Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return, Center for Mathematical Economics Working Papers, vol. 663, Bielefeld: Center for Mathematical Economics, 2022.PUB | PDF
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2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2955492A. Calvia and G. Ferrari, Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control, Center for Mathematical Economics Working Papers, vol. 651, Bielefeld: Center for Mathematical Economics, 2021.PUB | PDF
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2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2952857J. Dianetti and G. Ferrari, Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal Controls, Center for Mathematical Economics Working Papers, vol. 645, Bielefeld: Center for Mathematical Economics, 2021.PUB | PDF
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2020 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2949981S. Federico and G. Ferrari, “Taming the spread of an epidemic by lockdown policies.”, Journal of mathematical economics, 2020.PUB | DOI | WoS | PubMed | Europe PMC
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813G. Ferrari and N. Rodosthenous, Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy, Center for Mathematical Economics Working Papers, vol. 589, Aktual. Version Februar 2019., Bielefeld: Center for Mathematical Economics, 2019.PUB | PDF
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939974L. Banas, G. Ferrari, and T.A. Randrianasolo, Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information, Center for Mathematical Economics Working Papers, vol. 630, Bielefeld: Center for Mathematical Economics, 2019.PUB | PDF
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2932994J. Dianetti and G. Ferrari, Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria, Center for Mathematical Economics Working Papers, vol. 605, Bielefeld: Center for Mathematical Economics, 2019.PUB | PDF
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933360G. Callegaro, C. Ceci, and G. Ferrari, Optimal Reduction of Public Debt under Partial Observation of the Economic Growth, Center for Mathematical Economics Working Papers, vol. 608, Bielefeld: Center for Mathematical Economics, 2019.PUB | PDF
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930430T. de Angelis, G. Ferrari, and S. Hamadène, A Note on a New Existence Result for Reflected BSDES with Interconnected Obstacles, Center for Mathematical Economics Working Papers, vol. 591, Bielefeld: Center for Mathematical Economics, 2017.PUB | PDF
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904729T. de Angelis, G. Ferrari, and J. Moriarty, A solvable two-dimensional singular stochastic control problem with non convex costs, Center for Mathematical Economics Working Papers, vol. 561, Bielefeld: Center for Mathematical Economics, 2016.PUB | PDF
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904748T. de Angelis, G. Ferrari, and J. Moriarty, Nash equilibria of threshold type for two-player nonzero-sum games of stopping, Center for Mathematical Economics Working Papers, vol. 563, Bielefeld: Center for Mathematical Economics, 2016.PUB | PDF
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904753T. de Angelis and G. Ferrari, Stochastic nonzero-sum games: a new connection between singular control and optimal stopping , Center for Mathematical Economics Working Papers, vol. 565, Bielefeld: Center for Mathematical Economics, 2016.PUB | PDF
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2015 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901450G. Ferrari, F. Riedel, and J.-H. Steg, Continuous-Time Public Good Contribution under Uncertainty, Center for Mathematical Economics Working Papers, vol. 485, Version February 2015., Bielefeld: Center for Mathematical Economics, 2015.PUB | PDF
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2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2782593M.B. Chiarolla, G. Ferrari, and G. Stabile, “Optimal dynamic procurement policies for a storable commodity with Levy prices and convex holding costs”, European Journal of Operational Research, vol. 247, 2015, pp. 847-858.PUB | DOI | WoS
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901528T. de Angelis, G. Ferrari, and J. Moriarty, A non convex singular stochastic control problem and its related optimal stopping boundaries, Center for Mathematical Economics Working Papers, vol. 508, Bielefeld: Center for Mathematical Economics, 2014.PUB | PDF
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901544T. de Angelis, S. Federico, and G. Ferrari, On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment, Center for Mathematical Economics Working Papers, vol. 509, Bielefeld: Center for Mathematical Economics, 2014.PUB | PDF
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901687T. de Angelis, G. Ferrari, and J. Moriarty, A solvable two-dimensional degenerate singular stochastic control problem with non convex costs, Center for Mathematical Economics Working Papers, vol. 531, Bielefeld: Center for Mathematical Economics, 2014.PUB | PDF
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2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2681888M.B. Chiarolla and G. Ferrari, “Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank--El Karoui Representation Theorem”, SIAM Journal on Control and Optimization, vol. 52, 2014, pp. 1048-1070.PUB | DOI | WoS
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2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2693721M.B. Chiarolla, G. Ferrari, and F. Riedel, “Generalized Kuhn--Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources”, SIAM Journal on Control and Optimization, vol. 51, 2013, pp. 3863-3885.PUB | DOI | WoS
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2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674083T. de Angelis and G. Ferrari, A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis, Center for Mathematical Economics Working Papers, vol. 477, Bielefeld: Center for Mathematical Economics, 2013.PUB | PDF
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2012 | Diskussionspapier | Veröffentlicht | PUB-ID: 2671727M.B. Chiarolla, G. Ferrari, and F. Riedel, Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources, Working Papers. Institute of Mathematical Economics, vol. 463, Bielefeld: Center for Mathematical Economics, 2012.PUB | PDF