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41 Publikationen

2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2937742
Ferrari, Giorgio, and Schuhmann, Patrick. “An Optimal Dividend Problem with Capital Injections over a Finite Horizon”. SIAM Journal on Control and Optimization 57.4 (2019): 2686-2719.
PUB | DOI | WoS
 
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2936024
De Angelis, Tiziano, Ferrari, Giorgio, and Moriarty, John. “A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs”. MATHEMATICS OF OPERATIONS RESEARCH 44.2 (2019): 512-531.
PUB | DOI | WoS
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813
Ferrari, Giorgio, and Rodosthenous, Neofytos. Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy. Aktual. Version Februar 2019. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 589.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933360
Callegaro, Giorgia, Ceci, Claudia, and Ferrari, Giorgio. Optimal Reduction of Public Debt under Partial Observation of the Economic Growth. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 608.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933147
Grigorova, Miryana, Quenez, Marie-Claire, and Sulem, Agnès. Superhedging prices of European and American options in a non-linear incomplete market with default. Bielefeld: Center for Mathematical Economics, 2018. Center for Mathematical Economics Working Papers. 607.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933126
Li, Hanwu. Optimal stopping under $\textit{G}$-expectation. Bielefeld: Center for Mathematical Economics, 2018. Center for Mathematical Economics Working Papers. 606.
PUB | PDF
 
2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2932800
Ferrari, Giorgio, and Yang, Shuzhen. “ON AN OPTIMAL EXTRACTION PROBLEM WITH REGIME SWITCHING”. ADVANCES IN APPLIED PROBABILITY 50.3 (2018): 671-705.
PUB | DOI | WoS | arXiv
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930440
Ferrari, Giorgio, and Schuhmann, Patrick. An Optimal Dividend Problem with Capital Injections over a Finite Horizon . Bielefeld: Center for Mathematical Economics, 2018. Center for Mathematical Economics Working Papers. 595.
PUB | PDF
 
2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2930530
De Angelis, Tiziano, and Ferrari, Giorgio. “Stochastic nonzero-sum games: a new connection between singular control and optimal stopping ”. ADVANCES IN APPLIED PROBABILITY 50.2 (2018): 347-372.
PUB | DOI | WoS | arXiv
 
2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930433
Ferrari, Giorgio. On a Class of Singular Stochastic Control Problems for Reflected Diffusions . Bielefeld: Center for Mathematical Economics, 2017. Center for Mathematical Economics Working Papers. 592.
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