5 Titel in Alle Pflichtdokumente → 300 Sozialwissenschaften → 330 Wirtschaft

• A non convex singular stochastic control problem and its related optimal stopping boundaries De Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John Bielefeld : Center for Mathematical Economics (IMW), May 2014

• A note on a new existence result for reflected BSDES with interconnected obstacles De Angelis, Tiziano ; Ferrari, Giorgio ; Hamadène, Saïd Bielefeld : Center for Mathematical Economics (IMW), Oktober 2017

• On the optimal boundary of a three-dimensional singular stochastic control problem arising in irreversible investment De Angelis, Tiziano ; Federico, Salvatore ; Ferrari, Giorgio Bielefeld : Center for Mathematical Economics (IMW), June 2014

• A solvable two-dimensional degenerate singular stochastic control problem with non convex costs De Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John Bielefeld : Center for Mathematical Economics (IMW), November 2014

• A stochastic reversible investment problem on a finite-time horizon free boundary analysis De Angelis, Tiziano ; Ferrari, Giorgio Bielefeld : Center for Mathematical Economics (IMW), March 2013