| Publication | Date of Publication | Type |
|---|
Optimal multi-dimensional stochastic harvesting with density-dependent prices
Afrika Matematika | 2018-01-17 | Paper |
Expected supremum representation of the value of a singular stochastic control problem
SIAM Journal on Control and Optimization | 2018-01-04 | Paper |
Some qualitative properties for geometric flows and its Euler implicit discretization
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2016-04-20 | Paper |
A class of solvable optimal stopping problems of spectrally negative jump diffusions
SIAM Journal on Control and Optimization | 2014-11-21 | Paper |
Optimal stopping of the maximum process
Journal of Applied Probability | 2014-10-15 | Paper |
Investment timing in presence of downside risk: a certainty equivalent characterization
Annals of Finance | 2012-03-08 | Paper |
Optimal capital accumulation under price uncertainty and costly reversibility
Journal of Economic Dynamics and Control | 2011-11-24 | Paper |
Irreversible capital accumulation under interest rate uncertainty
Mathematical Methods of Operations Research | 2010-11-12 | Paper |
Minimum guaranteed payments and costly cancellation rights: a stopping game perspective
Mathematical Finance | 2010-10-15 | Paper |
A class of solvable stopping games
Applied Mathematics and Optimization | 2009-07-24 | Paper |
Optimal harvesting under resource stock and price uncertainty
Journal of Economic Dynamics and Control | 2009-07-01 | Paper |
Optimal payout policy in presence of downside risk
Mathematical Methods of Operations Research | 2009-04-27 | Paper |
On the Optimal Stochastic Impulse Control of Linear Diffusions
SIAM Journal on Control and Optimization | 2009-03-27 | Paper |
THE FOREST ROTATION PROBLEM WITH STOCHASTIC HARVEST AND AMENITY VALUE
Natural Resource Modeling | 2009-03-26 | Paper |
On singular stochastic control and optimal stopping of spectrally negative jump diffusions
Stochastics | 2009-03-03 | Paper |
Wicksellian theory of forest rotation under interest rate variability
Journal of Economic Dynamics and Control | 2008-11-06 | Paper |
Taxation and rotation age under stochastic forest stand value
Journal of Environmental Economics and Management | 2007-09-24 | Paper |
Voltage noise influences action potential duration in cardiac myocytes
Mathematical Biosciences | 2007-08-23 | Paper |
Takeover Timing, Implementation Uncertainty, and Embedded Divestment Options
Review of Finance | 2007-01-05 | Paper |
A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation
Economic Theory | 2006-06-16 | Paper |
Stochastic Forest Stand Value and Optimal Timber Harvesting
SIAM Journal on Control and Optimization | 2005-02-28 | Paper |
A class of solvable impulse control problems
Applied Mathematics and Optimization | 2004-10-28 | Paper |
On the properties of \(r\)-excessive mappings for a class of diffusions
The Annals of Applied Probability | 2004-03-30 | Paper |
Optimal risk adoption: a real options approach
Economic Theory | 2004-02-05 | Paper |
Singular stochastic control in the presence of a state-dependent yield structure
Stochastic Processes and their Applications | 2003-11-03 | Paper |
On the Convexity and Risk-Sensitivity of the Price of American Interest Rate Derivatives
SIAM Journal on Applied Mathematics | 2003-09-28 | Paper |
Reward functionals, salvage values, and optimal stopping
Mathematical Methods of Operations Research | 2003-07-16 | Paper |
Solving optimal stopping problems of linear diffusions by applying convolution approximations
Mathematical Methods of Operations Research | 2003-07-15 | Paper |
Does increased stochasticity speed up extinction?
Journal of Mathematical Biology | 2002-07-29 | Paper |
The impact of delivery lags on irreversible investment under uncertainty
European Journal of Operational Research | 2002-01-01 | Paper |
Adoption of uncertain multi-stage technology projects: a real options approach
Journal of Mathematical Economics | 2001-10-23 | Paper |
On the option interpretation of rational harvesting planning
Journal of Mathematical Biology | 2001-05-11 | Paper |
Singular stochastic control, linear diffusions, and optimal stopping: A class of solvable problems
SIAM Journal on Control and Optimization | 2001-03-19 | Paper |
On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models
Insurance Mathematics & Economics | 2001-01-01 | Paper |
Optimal harvesting of stochastically fluctuating populations
Journal of Mathematical Biology | 2000-07-16 | Paper |
On the comparative static properties of the expected population density in the presence of stochastic fluctuations
Journal of Mathematical Biology | 2000-07-11 | Paper |
Optimal exit and valuation under demand uncertainty: a real options approach
European Journal of Operational Research | 2000-05-14 | Paper |
Optimal harvesting under stochastic fluctuations and critical depensation
Mathematical Biosciences | 2000-04-17 | Paper |
A class of solvable singular stochastic control problems
Stochastics and Stochastic Reports | 1999-12-05 | Paper |
Zero coupon bonds and affine term structures: Reconsidering the one-factor model
Insurance Mathematics & Economics | 1999-07-19 | Paper |
Exit strategies and price uncertainty: A Greenian approach
Journal of Mathematical Economics | 1998-11-26 | Paper |
Demand uncertainty and the value of supply opportunities
Journal of Economics | 1997-03-23 | Paper |
