94 Publikationen
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2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2985076Chen, A., Ferrari, G., & Zhu, S., 2023. Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning, Center for Mathematical Economics Working Papers, no.684, Bielefeld: Center for Mathematical Economics.PUB | PDF
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2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2983417Federico, S., Ferrari, G., & Torrente, M.L., 2023. Irreversible Reinsurance: Minimization of Capital Injections in Presence of a Fixed Cost, Center for Mathematical Economics Working Papers, no.682, Bielefeld: Center for Mathematical Economics.PUB | PDF
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2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2981284Dianetti, J., Ferrari, G., & Tzouanas, I., 2023. Ergodic Mean-Field Games of Singular Control with Regime-Switching (extended version), Center for Mathematical Economics Working Papers, no.681, Bielefeld: Center for Mathematical Economics.PUB | PDF
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2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2980533Dianetti, J., & Ferrari, G., 2023. Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controls. Stochastic Processes and their Applications, 162, p 547-592.PUB | DOI | WoS
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2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2978796Aïd, R., Basei, M., & Ferrari, G., 2023. A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy, Center for Mathematical Economics Working Papers, no.679, Bielefeld: Center for Mathematical Economics.PUB | PDF
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2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2978674Basei, M., Ferrari, G., & Rodosthenous, N., 2023. Uncertainty over Uncertainty in Environmental Policy Adoption: Bayesian Learning of Unpredictable Socioeconomic Costs, Center for Mathematical Economics Working Papers, no.677, Bielefeld: Center for Mathematical Economics.PUB | PDF
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2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2968012Federico, S., Ferrari, G., & Torrente, M.-L., 2022. Optimal vaccination in a SIRS epidemic model. Economic Theory .PUB | DOI | WoS | PubMed | Europe PMC
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2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2961488Dammann, F., & Ferrari, G., 2022. Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return, Center for Mathematical Economics Working Papers, no.663, Bielefeld: Center for Mathematical Economics.PUB | PDF
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2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2955492Calvia, A., & Ferrari, G., 2021. Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control, Center for Mathematical Economics Working Papers, no.651, Bielefeld: Center for Mathematical Economics.PUB | PDF
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2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2952857Dianetti, J., & Ferrari, G., 2021. Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal Controls, Center for Mathematical Economics Working Papers, no.645, Bielefeld: Center for Mathematical Economics.PUB | PDF
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2020 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2949981Federico, S., & Ferrari, G., 2020. Taming the spread of an epidemic by lockdown policies. Journal of mathematical economics.PUB | DOI | WoS | PubMed | Europe PMC
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813Ferrari, G., & Rodosthenous, N., 2019. Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy, Center for Mathematical Economics Working Papers, no.589, Aktual. Version Februar 2019., Bielefeld: Center for Mathematical Economics.PUB | PDF
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939974Banas, L., Ferrari, G., & Randrianasolo, T.A., 2019. Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information, Center for Mathematical Economics Working Papers, no.630, Bielefeld: Center for Mathematical Economics.PUB | PDF
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2932994Dianetti, J., & Ferrari, G., 2019. Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria, Center for Mathematical Economics Working Papers, no.605, Bielefeld: Center for Mathematical Economics.PUB | PDF
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933360Callegaro, G., Ceci, C., & Ferrari, G., 2019. Optimal Reduction of Public Debt under Partial Observation of the Economic Growth, Center for Mathematical Economics Working Papers, no.608, Bielefeld: Center for Mathematical Economics.PUB | PDF
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930430de Angelis, T., Ferrari, G., & Hamadène, S., 2017. A Note on a New Existence Result for Reflected BSDES with Interconnected Obstacles, Center for Mathematical Economics Working Papers, no.591, Bielefeld: Center for Mathematical Economics.PUB | PDF
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904729de Angelis, T., Ferrari, G., & Moriarty, J., 2016. A solvable two-dimensional singular stochastic control problem with non convex costs, Center for Mathematical Economics Working Papers, no.561, Bielefeld: Center for Mathematical Economics.PUB | PDF
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904748de Angelis, T., Ferrari, G., & Moriarty, J., 2016. Nash equilibria of threshold type for two-player nonzero-sum games of stopping, Center for Mathematical Economics Working Papers, no.563, Bielefeld: Center for Mathematical Economics.PUB | PDF
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904753de Angelis, T., & Ferrari, G., 2016. Stochastic nonzero-sum games: a new connection between singular control and optimal stopping , Center for Mathematical Economics Working Papers, no.565, Bielefeld: Center for Mathematical Economics.PUB | PDF
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2015 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901450Ferrari, G., Riedel, F., & Steg, J.-H., 2015. Continuous-Time Public Good Contribution under Uncertainty, Center for Mathematical Economics Working Papers, no.485, Version February 2015., Bielefeld: Center for Mathematical Economics.PUB | PDF
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901528de Angelis, T., Ferrari, G., & Moriarty, J., 2014. A non convex singular stochastic control problem and its related optimal stopping boundaries, Center for Mathematical Economics Working Papers, no.508, Bielefeld: Center for Mathematical Economics.PUB | PDF
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901544de Angelis, T., Federico, S., & Ferrari, G., 2014. On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment, Center for Mathematical Economics Working Papers, no.509, Bielefeld: Center for Mathematical Economics.PUB | PDF
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901687de Angelis, T., Ferrari, G., & Moriarty, J., 2014. A solvable two-dimensional degenerate singular stochastic control problem with non convex costs, Center for Mathematical Economics Working Papers, no.531, Bielefeld: Center for Mathematical Economics.PUB | PDF
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2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2681888Chiarolla, M.B., & Ferrari, G., 2014. Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank--El Karoui Representation Theorem. SIAM Journal on Control and Optimization, 52(2), p 1048-1070.PUB | DOI | WoS
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2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674083de Angelis, T., & Ferrari, G., 2013. A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis, Center for Mathematical Economics Working Papers, no.477, Bielefeld: Center for Mathematical Economics.PUB | PDF
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2012 | Diskussionspapier | Veröffentlicht | PUB-ID: 2671727Chiarolla, M.B., Ferrari, G., & Riedel, F., 2012. Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources, Working Papers. Institute of Mathematical Economics, no.463, Bielefeld: Center for Mathematical Economics.PUB | PDF