3 Titel in Alle Pflichtdokumente → 300 Sozialwissenschaften → 330 Wirtschaft

• Nonlinear filtering of partially observed systems arising in singular stochastic optimal control Calvia, Alessandro ; Ferrari, Giorgio Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, June 2021

• On an irreversible investment problem with two-factor uncertainty Dammann, Felix ; Ferrari, Giorgio Bielefeld, Germany : Center for Mathematical Economics (IMW), March 2021

• Optimal execution with multiplicative price impact and incomplete information on the return Dammann, Felix ; Ferrari, Giorgio Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, February 2022