16 Treffer für Schlagwort = "Optimal stopping"
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On a Class of Singular Stochastic Control Problems for Reflected Diffusions
Ferrari, Giorgio
2017
On an integral equation for the free boundary of stochastic, irreversible investment problems
Ferrari, Giorgio
2012
On an Irreversible Investment Problem with Two-Factor Uncertainty
Dammann, Felix ; Ferrari, Giorgio
2021
On an optimal extraction problem with regime switching
Ferrari, Giorgio ; Yang, Shuzhen
2016
On Knightian uncertainty models : optimal behavior in presence of model uncertainty
Chudjakow, Tatjana
2010
On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment
de Angelis, Tiziano ; Federico, Salvatore ; Ferrari, Giorgio
2014
On the Singular Control of Exchange Rates
Ferrari, Giorgio ; Vargiolu, Tiziano
2017
Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy
Ferrari, Giorgio ; Rodosthenous, Neofytos
2019
Optimal Dividend Payout under Stochastic Discounting
Bandini, Elena ; de Angelis, Tiziano ; Ferrari, Giorgio ; Gozzi, Fausto
2020
Optimal entry to an irreversible investment plan with non convex costs
de Angelis, Tiziano ; Ferrari, Giorgio ; Martyr, Randall ; Moriarty, John
2016
Optimal Reduction of Public Debt under Partial Observation of the Economic Growth
Callegaro, Giorgia ; Ceci, Claudia ; Ferrari, Giorgio
2019
Optimal reduction of public debt under partial observation of the economic growth
Callegaro, Giorgia ; Ceci, Claudia ; Ferrari, Giorgio
In: Finance and stochastics, Jg. 24 H. 4, S. 1083-1132
Optimal stopping under $\textit{G}$-expectation
Li, Hanwu
2018
Optimal Stopping under Ambiguity
Riedel, Frank
2007
Optimal Stopping under Ambiguity in Continuous Time
Riedel, Frank
2010
Optimal Switch from a Fossil-Fueled to an Electric Vehicle
Falbo, Paolo ; Ferrari, Giorgio ; Rizzini, Giorgio ; Schmeck, Maren Diane
2020

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16 Treffer für Schlagwort = "Optimal stopping"
Klassifikation
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On a Class of Singular Stochastic Control Problems for Reflected Diffusions

On an integral equation for the free boundary of stochastic, irreversible investment problems

On an Irreversible Investment Problem with Two-Factor Uncertainty

On an optimal extraction problem with regime switching

On Knightian uncertainty models : optimal behavior in presence of model uncertainty

On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment

On the Singular Control of Exchange Rates

Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy

Optimal Dividend Payout under Stochastic Discounting

Optimal entry to an irreversible investment plan with non convex costs

Optimal Reduction of Public Debt under Partial Observation of the Economic Growth

Optimal reduction of public debt under partial observation of the economic growth

Optimal stopping under $\textit{G}$-expectation

Optimal Stopping under Ambiguity

Optimal Stopping under Ambiguity in Continuous Time

Optimal Switch from a Fossil-Fueled to an Electric Vehicle

16 Treffer für Schlagwort = "Optimal stopping" KlassifikationSchliessenFilter

16 Treffer für Schlagwort = "Optimal stopping"
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