| Publication | Date of Publication | Type |
|---|
| Optimal multi-dimensional stochastic harvesting with density-dependent prices | 2018-01-17 | Paper |
| Expected Supremum Representation of the Value of a Singular Stochastic Control Problem | 2018-01-04 | Paper |
| A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions | 2014-11-21 | Paper |
| Optimal Stopping of the Maximum Process | 2014-10-15 | Paper |
| Investment timing in presence of downside risk: a certainty equivalent characterization | 2012-03-08 | Paper |
| Optimal capital accumulation under price uncertainty and costly reversibility | 2011-11-24 | Paper |
| Irreversible capital accumulation under interest rate uncertainty | 2010-11-12 | Paper |
| MINIMUM GUARANTEED PAYMENTS AND COSTLY CANCELLATION RIGHTS: A STOPPING GAME PERSPECTIVE | 2010-10-15 | Paper |
| A class of solvable stopping games | 2009-07-24 | Paper |
| Optimal harvesting under resource stock and price uncertainty | 2009-07-01 | Paper |
| Optimal payout policy in presence of downside risk | 2009-04-27 | Paper |
| On the Optimal Stochastic Impulse Control of Linear Diffusions | 2009-03-27 | Paper |
| THE FOREST ROTATION PROBLEM WITH STOCHASTIC HARVEST AND AMENITY VALUE | 2009-03-26 | Paper |
| On singular stochastic control and optimal stopping of spectrally negative jump diffusions | 2009-03-03 | Paper |
| Wicksellian theory of forest rotation under interest rate variability | 2008-11-06 | Paper |
| Taxation and rotation age under stochastic forest stand value | 2007-09-24 | Paper |
| Voltage noise influences action potential duration in cardiac myocytes | 2007-08-23 | Paper |
| Takeover Timing, Implementation Uncertainty, and Embedded Divestment Options | 2007-01-05 | Paper |
| A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation | 2006-06-16 | Paper |
| Stochastic Forest Stand Value and Optimal Timber Harvesting | 2005-02-28 | Paper |
| A class of solvable impulse control problems | 2004-10-28 | Paper |
| On the properties of \(r\)-excessive mappings for a class of diffusions | 2004-03-30 | Paper |
| Optimal risk adoption: a real options approach | 2004-02-05 | Paper |
| Singular stochastic control in the presence of a state-dependent yield structure | 2003-11-03 | Paper |
| On the Convexity and Risk-Sensitivity of the Price of American Interest Rate Derivatives | 2003-09-28 | Paper |
| Reward functionals, salvage values, and optimal stopping | 2003-07-16 | Paper |
| Solving optimal stopping problems of linear diffusions by applying convolution approximations | 2003-07-15 | Paper |
| Does increased stochasticity speed up extinction? | 2002-07-29 | Paper |
| The impact of delivery lags on irreversible investment under uncertainty | 2002-01-01 | Paper |
| Adoption of uncertain multi-stage technology projects: a real options approach | 2001-10-23 | Paper |
| On the option interpretation of rational harvesting planning | 2001-05-11 | Paper |
| Singular Stochastic Control, Linear Diffusions, and Optimal Stopping: A Class of Solvable Problems | 2001-03-19 | Paper |
| On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models | 2001-01-01 | Paper |
| Optimal harvesting of stochastically fluctuating populations | 2000-07-16 | Paper |
| On the comparative static properties of the expected population density in the presence of stochastic fluctuations | 2000-07-11 | Paper |
| Optimal exit and valuation under demand uncertainty: a real options approach | 2000-05-14 | Paper |
| Optimal harvesting under stochastic fluctuations and critical depensation | 2000-04-17 | Paper |
| A class of solvable singular stochastic control problems | 1999-12-05 | Paper |
| Zero coupon bonds and affine term structures: Reconsidering the one-factor model | 1999-07-19 | Paper |
| Exit strategies and price uncertainty: A Greenian approach | 1998-11-26 | Paper |
| Demand uncertainty and the value of supply opportunities | 1997-03-23 | Paper |
