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5 Publikationen

2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2920351
NASH EQUILIBRIA OF THRESHOLD TYPE FOR TWO-PLAYER NONZERO-SUM GAMES OF STOPPING
De Angelis T, Ferrari G, Moriarty J (2018)
ANNALS OF APPLIED PROBABILITY 28(1): 112-147.
PUB | DOI | WoS
 
2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2916438
Optimal Boundary Surface for Irreversible Investment with Stochastic Costs
De Angelis T, Federico S, Ferrari G (2017)
Mathematics of Operations Research 42(4): 1135-1161.
PUB | DOI | WoS
 
2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904748
Nash equilibria of threshold type for two-player nonzero-sum games of stopping
de Angelis T, Ferrari G, Moriarty J (2016) Center for Mathematical Economics Working Papers; 563.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2705522
A stochastic partially reversible investment problem on a finite time-horizon: Free-boundary analysis
De Angelis T, Ferrari G (2014)
Stochastic Processes and their Applications 124(12): 4080-4119.
PUB | DOI | WoS
 
2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674083
A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis
de Angelis T, Ferrari G (2013) Center for Mathematical Economics Working Papers; 477.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 

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