The following pages link to Tiziano De Angelis (Q282075):
Displaying 40 items.
- Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality (Q282076) (← links)
- A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236) (← links)
- From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (Q1650132) (← links)
- Optimal entry to an irreversible investment plan with non convex costs (Q1687372) (← links)
- The dividend problem with a finite horizon (Q1704142) (← links)
- On the free boundary of an annuity purchase (Q1711720) (← links)
- Nash equilibria of threshold type for two-player nonzero-sum games of stopping (Q1751964) (← links)
- Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (Q2076659) (← links)
- Mean-field games of finite-fuel capacity expansion with singular controls (Q2090604) (← links)
- A numerical scheme for stochastic differential equations with distributional drift (Q2093691) (← links)
- An analytical study of participating policies with minimum rate guarantee and surrender option (Q2120540) (← links)
- On the value of non-Markovian Dynkin games with partial and asymmetric information (Q2170360) (← links)
- Playing with ghosts in a Dynkin game (Q2196542) (← links)
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
- Integral equations for Rost's reversed barriers: existence and uniqueness results (Q2403714) (← links)
- Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model (Q2512852) (← links)
- Global \(C^1\) regularity of the value function in optimal stopping problems (Q2657902) (← links)
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
- A Note on the Continuity of Free-Boundaries in Finite-Horizon Optimal Stopping Problems for One-Dimensional Diffusions (Q2810055) (← links)
- Optimal prediction of resistance and support levels (Q4585686) (← links)
- Optimal Boundary Surface for Irreversible Investment with Stochastic Costs (Q4595959) (← links)
- On Lipschitz Continuous Optimal Stopping Boundaries (Q4614936) (← links)
- Optimal Hedging of a Perpetual American Put with a Single Trade (Q4958394) (← links)
- A Dynkin Game on Assets with Incomplete Information on the Return (Q4991665) (← links)
- Dynkin Games with Incomplete and Asymmetric Information (Q5076713) (← links)
- Optimal stopping for the exponential of a Brownian bridge (Q5109507) (← links)
- Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005) (← links)
- On the Optimal Exercise Boundaries of Swing Put Options (Q5219294) (← links)
- A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs (Q5219728) (← links)
- A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries (Q5254904) (← links)
- A Class of Recursive Optimal Stopping Problems with Applications to Stock Trading (Q5868937) (← links)
- A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
- Optimal dividend payout under stochastic discounting (Q6054423) (← links)
- The American put with finite‐time maturity and stochastic interest rate (Q6054438) (← links)
- On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)
- The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem (Q6180251) (← links)
- A class of recursive optimal stopping problems with applications to stock trading (Q6318352) (← links)
- On the saddle point of a zero-sum stopper vs. singular-controller game (Q6519677) (← links)
- Zero-sum stopper versus singular-controller games with constrained control directions (Q6576865) (← links)
- Stopper vs. singular controller games with degenerate diffusions (Q6657499) (← links)
