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Ferrari, Giorgio
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Schuhmann, Patrick
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Dammann, Felix
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Zhu, Shihao
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Literatur
On an Irreversible Investment Problem with Two-Factor Uncertainty
Dammann, Felix
;
Ferrari, Giorgio
2021
On some Two-Dimensional Singular Stochastic Control Problems and their Free-Boundary Analysis
Schuhmann, Patrick
2021
Optimal Dividends under Markov-Modulated Bankruptcy Level
Ferrari, Giorgio
;
Schuhmann, Patrick
;
Zhu, Shihao
2021