Maria B. Chiarolla

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Person:193747

Available identifiers

zbMath Open chiarolla.maria-bMaRDI QIDQ193747

List of research outcomes

PublicationDate of PublicationType
An analytical study of participating policies with minimum rate guarantee and surrender option2022-04-01Paper
Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs2016-10-06Paper
Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality2016-05-12Paper
Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model2015-01-30Paper
Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank--El Karoui Representation Theorem2014-07-30Paper
Generalized Kuhn--Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources2014-01-27Paper
Equilibrium in a production economy2011-05-25Paper
On a Stochastic, Irreversible Investment Problem2010-04-28Paper
Multivariable Utility Functions2009-11-27Paper
Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold2005-11-11Paper
Equilibrium in a stochastic model with consumption, wages and investment2002-05-27Paper
Controlling inflation: The infinite horizon case2001-02-09Paper
Optimal Control of Inflation: A Central Bank Problem1998-05-10Paper
Singular stochastic control of a singular diffusion process1997-01-01Paper
The optimal control of the cheap monotone follower1995-09-25Paper
The Free Boundary of the Monotone Follower1994-09-26Paper
Slochastic multicompartmental systems. a counting process approach for parameter estimation(°)1986-01-01Paper

Research outcomes over time


Doctoral students

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