94 Publikationen
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2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2983417Federico S, Ferrari G, Torrente ML. 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: 2981284Dianetti J, Ferrari G, Tzouanas I. 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 | Diskussionspapier | Veröffentlicht | PUB-ID: 2978796Aïd R, Basei M, Ferrari G. 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: 2978674Basei M, Ferrari G, Rodosthenous N. 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: 2968012Federico S, Ferrari G, Torrente M-L. Optimal vaccination in a SIRS epidemic model. Economic Theory . 2022.PUB | DOI | WoS | PubMed | Europe PMC
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2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2952857Dianetti J, Ferrari G. 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: 2949981Federico S, Ferrari G. 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: 2933813Ferrari G, Rodosthenous N. 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: 2939974Banas L, Ferrari G, Randrianasolo TA. 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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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930430de Angelis T, Ferrari G, Hamadène S. 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: 2904729de Angelis T, Ferrari G, Moriarty J. 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: 2904753de Angelis T, Ferrari G. 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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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904756de Angelis T, Ferrari G, Martyr R, Moriarty J. Optimal entry to an irreversible investment plan with non convex costs . Center for Mathematical Economics Working Papers. Vol 566. Bielefeld: Center for Mathematical Economics; 2016.PUB | PDF
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901528de Angelis T, Ferrari G, Moriarty J. 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: 2901544de Angelis T, Federico S, Ferrari G. 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: 2901687de Angelis T, Ferrari G, Moriarty J. 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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2012 | Diskussionspapier | Veröffentlicht | PUB-ID: 2671727Chiarolla MB, Ferrari G, Riedel F. 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