| Publication | Date of Publication | Type |
|---|
Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications
Stochastic Processes and their Applications | 2026-04-20 | Paper |
Coinvestment games under uncertainty
Journal of Economic Dynamics & Control | 2025-06-11 | Paper |
Gaussian agency problems with memory and linear contracts
Finance and Stochastics | 2025-01-09 | Paper |
A stochastic non-zero-sum game of controlling the debt-to-GDP ratio
Applied Mathematics and Optimization | 2024-11-24 | Paper |
Swarm gradient dynamics for global optimization: the mean-field limit case
Mathematical Programming. Series A. Series B | 2024-04-09 | Paper |
| A Stochastic Non-Zero-Sum Game of Controlling the Debt-to-GDP Ratio | 2023-11-29 | Paper |
Risk-sharing and optimal contracts with large exogenous risks
Decisions in Economics and Finance | 2023-06-12 | Paper |
Learning about profitability and dynamic cash management
Journal of Economic Theory | 2022-11-09 | Paper |
On the forward algorithm for stopping problems on continuous-time Markov chains
Journal of Applied Probability | 2021-12-01 | Paper |
A Dynkin game on assets with incomplete information on the return
Mathematics of Operations Research | 2021-06-03 | Paper |
A Dynkin game on assets with incomplete information on the return
Mathematics of Operations Research | 2021-06-03 | Paper |
| On a Monotone Dynamic Approach to Optimal Stopping Problems for Continuous-Time Markov Chains | 2019-04-24 | Paper |
A two-dimensional control problem arising from dynamic contracting theory
Finance and Stochastics | 2019-01-18 | Paper |
Numerical approximation of a cash-constrained firm value with investment opportunities
SIAM Journal on Financial Mathematics | 2017-02-16 | Paper |
Liquidity management with decreasing returns to scale and secured credit line
Finance and Stochastics | 2016-10-27 | Paper |
Liquidity management with decreasing returns to scale and secured credit line
Finance and Stochastics | 2016-10-27 | Paper |
Optimal liquidity management and hedging in the presence of a non-predictable investment opportunity
Mathematics and Financial Economics | 2014-05-30 | Paper |
RETHINKING DYNAMIC CAPITAL STRUCTURE MODELS WITH ROLL‐OVER DEBT
Mathematical Finance | 2014-04-23 | Paper |
Corporate portfolio management
Annals of Finance | 2012-03-05 | Paper |
Investment Timing Under Incomplete Information: Erratum
Mathematics of Operations Research | 2011-04-27 | Paper |
Technology choice under several uncertainty sources
European Journal of Operational Research | 2010-06-11 | Paper |
Large risks, limited liability, and dynamic moral hazard
Econometrica | 2010-03-18 | Paper |
A mixed singular/switching control problem for a dividend policy with reversible technology investment
The Annals of Applied Probability | 2008-07-01 | Paper |
On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems
Journal of Applied Probability | 2008-02-22 | Paper |
Optimal dividend policy and growth option
Finance and Stochastics | 2007-12-16 | Paper |
On the value of optimal stopping games
The Annals of Applied Probability | 2007-02-05 | Paper |
Irreversible investment in alternative projects
Economic Theory | 2006-06-16 | Paper |
Parabolic ADI Methods for Pricing American Options on Two Stocks
Mathematics of Operations Research | 2005-11-11 | Paper |
Investment Timing Under Incomplete Information
Mathematics of Operations Research | 2005-11-11 | Paper |
ADAPTIVE FINITE ELEMENT METHODS FOR LOCAL VOLATILITY EUROPEAN OPTION PRICING
International Journal of Theoretical and Applied Finance | 2005-03-07 | Paper |
Critical price near maturity for an American option on a dividend-paying stock.
The Annals of Applied Probability | 2003-11-17 | Paper |
Long-term risk management of nuclear waste: A real options approach
Journal of Economic Dynamics and Control | 2002-09-09 | Paper |
Exercise regions of American options on several assets
Finance and Stochastics | 2000-03-01 | Paper |
