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An Optimal Dividend Problem with Capital Injections over a Finite Horizon
Ferrari, Giorgio ; Schuhmann, Patrick
2018
A Model for the Optimal Management of Inflation
Federico, Salvatore ; Ferrari, Giorgio ; Schuhmann, Patrick
2019
On some Two-Dimensional Singular Stochastic Control Problems and their Free-Boundary Analysis
Schuhmann, Patrick
2021
Optimal Dividends under Markov-Modulated Bankruptcy Level
Ferrari, Giorgio ; Schuhmann, Patrick ; Zhu, Shihao
2021
Singular Control of the Drift of a Brownian System
Federico, Salvatore ; Ferrari, Giorgio ; Schuhmann, Patrick
2020