Maria B. Chiarolla

zbMath Openchiarolla.maria-bMaRDI QIDQ193747

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
An analytical study of participating policies with minimum rate guarantee and surrender option Finance and Stochastics	2022-04-01	Paper
Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs European Journal of Operational Research	2016-10-06	Paper
Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality Applied Mathematics and Optimization	2016-05-12	Paper
Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model Stochastic Processes and their Applications	2015-01-30	Paper
Identifying the free boundary of a stochastic, irreversible investment problem via the Bank-El Karoui representation theorem SIAM Journal on Control and Optimization	2014-07-30	Paper
Generalized Kuhn-Tucker conditions for \(N\)-firm stochastic irreversible investment under limited resources SIAM Journal on Control and Optimization	2014-01-27	Paper
Equilibrium in a production economy Applied Mathematics and Optimization	2011-05-25	Paper
On a stochastic, irreversible investment problem SIAM Journal on Control and Optimization	2010-04-28	Paper
Multivariable Utility Functions SIAM Journal on Optimization	2009-11-27	Paper
Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold Mathematics of Operations Research	2005-11-11	Paper
Equilibrium in a stochastic model with consumption, wages and investment Journal of Mathematical Economics	2002-05-27	Paper
Controlling inflation: The infinite horizon case Applied Mathematics and Optimization	2001-02-09	Paper
Optimal Control of Inflation: A Central Bank Problem SIAM Journal on Control and Optimization	1998-05-10	Paper
Singular stochastic control of a singular diffusion process Stochastics and Stochastic Reports	1997-01-01	Paper
The optimal control of the cheap monotone follower Stochastics and Stochastic Reports	1995-09-25	Paper
The Free Boundary of the Monotone Follower SIAM Journal on Control and Optimization	1994-09-26	Paper
Slochastic multicompartmental systems. a counting process approach for parameter estimation(°) Stochastic Analysis and Applications	1986-01-01	Paper

Research outcomes over time

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