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An Optimal Dividend Problem with Capital Injections over a Finite Horizon
Ferrari, Giorgio ; Schuhmann, Patrick
2018
An optimal extraction problem with price impact
Ferrari, Giorgio ; Koch, Torben
2018
Continuous-Time Public Good Contribution under Uncertainty
Ferrari, Giorgio ; Riedel, Frank ; Steg, Jan-Henrik
2013
Continuous-Time Public Good Contribution under Uncertainty
Ferrari, Giorgio ; Riedel, Frank ; Steg, Jan-Henrik
2015
Controlling public debt without forgetting Inflation
Ferrari, Giorgio
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 Knightian Irreversible Investment Problem
Ferrari, Giorgio ; Li, Hanwu ; Riedel, Frank
2020
A Model for the Optimal Management of Inflation
Federico, Salvatore ; Ferrari, Giorgio ; Schuhmann, Patrick
2019
Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria
Dianetti, Jodi ; Ferrari, Giorgio
2019
A Note on a New Existence Result for Reflected BSDES with Interconnected Obstacles
de Angelis, Tiziano ; Ferrari, Giorgio ; Hamadène, Saïd
2017
Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information
Banas, Lubomir ; Ferrari, Giorgio ; Randrianasolo, Tsiry Avisoa
2019
On a Class of Infinite-Dimensional Singular Stochastic Control Problems
Federico, Salvatore ; Ferrari, Giorgio ; Riedel, Frank ; Röckner, Michael
2019
On a Class of Singular Stochastic Control Problems for Reflected Diffusions
Ferrari, Giorgio
2017
On a Strategic Model of Pollution Control
Ferrari, Giorgio ; Koch, Torben
2017
On an integral equation for the free boundary of stochastic, irreversible investment problems
Ferrari, Giorgio
2012
On an optimal extraction problem with regime switching
Ferrari, Giorgio ; Yang, Shuzhen
2016
On some Stochastic Control Problems arising in Environmental Economics and Commodity Markets
Koch, Torben
2020
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
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31 Titel in Klassifikation (DDC) → Sozialwissenschaften → Wirtschaft
Klassifikation
Schliessen
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An Optimal Dividend Problem with Capital Injections over a Finite Horizon

An optimal extraction problem with price impact

Continuous-Time Public Good Contribution under Uncertainty

Continuous-Time Public Good Contribution under Uncertainty

Controlling public debt without forgetting Inflation

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 Knightian Irreversible Investment Problem

A Model for the Optimal Management of Inflation

Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria

A Note on a New Existence Result for Reflected BSDES with Interconnected Obstacles

Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information

On a Class of Infinite-Dimensional Singular Stochastic Control Problems

On a Class of Singular Stochastic Control Problems for Reflected Diffusions

On a Strategic Model of Pollution Control

On an integral equation for the free boundary of stochastic, irreversible investment problems

On an optimal extraction problem with regime switching

On some Stochastic Control Problems arising in Environmental Economics and Commodity Markets

On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment

On the Singular Control of Exchange Rates

31 Titel in Klassifikation (DDC) → Sozialwissenschaften → Wirtschaft KlassifikationSchliessenFilter2

31 Titel in Klassifikation (DDC) → Sozialwissenschaften → Wirtschaft
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