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An optimal extraction problem with price impact
Ferrari, Giorgio ; Koch, Torben
2018
On a Strategic Model of Pollution Control
Ferrari, Giorgio ; Koch, Torben
2017
On some Stochastic Control Problems arising in Environmental Economics and Commodity Markets
Koch, Torben
2020
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem
Koch, Torben ; Vargiolu, Tiziano
2019
Universal Bounds and Monotonicity Properties of Ratios of Hermite and Parabolic Cylinder Functions
Koch, Torben
2019