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28 Publikationen

2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2681888
Chiarolla, Maria B., and Ferrari, Giorgio. 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): 1048-1070.
PUB | DOI | WoS
 
2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901544
de Angelis, Tiziano, Federico, Salvatore, and Ferrari, Giorgio. 2014. On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment. Vol. 509. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901685
Ferrari, Giorgio, and Salminen, Paavo. 2014. Irreversible Investment under Lévy Uncertainty: an Equation for the Optimal Boundary. Vol. 530. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901687
de Angelis, Tiziano, Ferrari, Giorgio, and Moriarty, John. 2014. A solvable two-dimensional degenerate singular stochastic control problem with non convex costs. Vol. 531. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674083
de Angelis, Tiziano, and Ferrari, Giorgio. 2013. A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis. Vol. 477. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674160
Ferrari, Giorgio, Riedel, Frank, and Steg, Jan-Henrik. 2013. Continuous-Time Public Good Contribution under Uncertainty. Vol. 485. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2012 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944752
Steg, Jan-Henrik. 2012. “Irreversible Investment in Oligopoly”. Finance and Stochastics 16 (2): 207-224.
PUB | DOI | WoS
 
2012 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674034
Ferrari, Giorgio. 2012. On an integral equation for the free boundary of stochastic, irreversible investment problems. Vol. 471. Working Papers. Institute of Mathematical Economics. Bielefeld: Center for Mathematical Economics.
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