33 Treffer für Schlagwort = "Optimal Stopping"
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American options with multiple priors in continuous time
Vorbrink, Jörg
2011
An Optimal Dividend Problem with Capital Injections over a Finite Horizon
Ferrari, Giorgio ; Schuhmann, Patrick
2018
The Best Choice Problem under Ambiguity
Chudjakow, Tatjana ; Riedel, Frank
2009
Controlling public debt without forgetting Inflation
Ferrari, Giorgio
2016
Fear of the market or fear of the competitor? Ambiguity in a real options game
Hellmann, Tobias ; Thijssen, Jacco J.J.
2016
Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources
Chiarolla, Maria B. ; Ferrari, Giorgio ; Riedel, Frank
2012
Irreversible Investment under Lévy Uncertainty: an Equation for the Optimal Boundary
Ferrari, Giorgio ; Salminen, Paavo
2014
A non convex singular stochastic control problem and its related optimal stopping boundaries
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2014
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
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33 Treffer für Schlagwort = "Optimal Stopping"
Klassifikation
Schliessen
Filter

American options with multiple priors in continuous time

An Optimal Dividend Problem with Capital Injections over a Finite Horizon

The Best Choice Problem under Ambiguity

Controlling public debt without forgetting Inflation

Fear of the market or fear of the competitor? Ambiguity in a real options game

Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources

Irreversible Investment under Lévy Uncertainty: an Equation for the Optimal Boundary

A non convex singular stochastic control problem and its related optimal stopping boundaries

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

33 Treffer für Schlagwort = "Optimal Stopping" KlassifikationSchliessenFilter

33 Treffer für Schlagwort = "Optimal Stopping"
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