Maria B. Chiarolla

MaRDI QIDQ193747zbMATH OpenFDO

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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