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Search: subject:"boundary problems"
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free boundary problems
28
optimal stopping
17
Search theory
12
Suchtheorie
12
variable interest rates
11
irreversible investment
10
Option pricing theory
8
Optionspreistheorie
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singular stochastic control
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boundary problems
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De Angelis, Tiziano
19
Ferrari, Giorgio
13
Koskela, Erkki
11
Alvarez, Luis H. R.
7
Alvarez, Luis H.R.
4
Bandini, Elena
4
Federico, Salvatore
4
Gozzi, Fausto
4
Ergüven, Cabir
3
Angelis, Tiziano De
2
McCloskey, Adam
2
Moriarty, John
2
Stabile, Gabriele
2
Berridge, S.J.
1
Boukrouche, Mahdi
1
Cai, Cheng
1
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Campi, Luciano
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1
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Feng, Haolin
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Kitapbayev, Yerkin
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Lim, Tiong Wee
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1
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Mitchell, Daniel
1
Muthuraman, Kumar
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Palczewski, Jan
1
Privault, Nicolas
1
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1
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1
Tilburg University, Center for Economic Research
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ECONIS (ZBW)
22
RePEc
21
EconStor
10
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1
Nash equilibria for dividend distribution with competition
De Angelis, Tiziano
;
Gensbittel, Fabien
;
Villeneuve, …
-
2023
Persistent link: https://www.econbiz.de/10014439408
Saved in:
2
Neural optimal stopping boundary
Reppen, Andres Max
;
Soner, Halil Mete
;
Tissot-Daguette, …
- In:
Mathematical finance : an international journal of …
35
(
2025
)
2
,
pp. 441-469
Persistent link: https://www.econbiz.de/10015359121
Saved in:
3
An analytical approximation for the asset-or-nothing put option
Goard, Joanna
- In:
International journal of theoretical and applied …
28
(
2025
)
1/2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10015559858
Saved in:
4
Optimal dividend payout under stochastic discounting
Bandini, Elena
;
De Angelis, Tiziano
;
Ferrari, Giorgio
; …
- In:
Mathematical finance : an international journal of …
32
(
2022
)
2
,
pp. 627-677
Persistent link: https://www.econbiz.de/10013164565
Saved in:
5
An analytical study of participating policies with minimum rate guarantee and surrender option
Chiarolla, Maria B.
;
De Angelis, Tiziano
;
Stabile, Gabriele
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 173-216
Persistent link: https://www.econbiz.de/10013197521
Saved in:
6
Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon
De Angelis, Tiziano
-
2022
Persistent link: https://www.econbiz.de/10013331014
Saved in:
7
Mean-field games of finite-fuel capacity expansion with singular controls
Campi, Luciano
;
De Angelis, Tiziano
;
Ghio, Maddalena
; …
-
2022
Persistent link: https://www.econbiz.de/10013331015
Saved in:
8
The American put with finite-time maturity and stochastic interest rate
Cai, Cheng
;
De Angelis, Tiziano
;
Palczewski, Jan
- In:
Mathematical finance : an international journal of …
32
(
2022
)
4
,
pp. 1170-1213
Persistent link: https://www.econbiz.de/10013463400
Saved in:
9
Valuing tradeability in exponential Lévy models
Mathys, Ludovic
- In:
Quantitative finance and economics
4
(
2020
)
3
,
pp. 459-488
Persistent link: https://www.econbiz.de/10012271474
Saved in:
10
Optimal dividend payout under stochastic discounting
Bandini, Elena
;
De Angelis, Tiziano
;
Ferrari, Giorgio
; …
-
2021
Persistent link: https://www.econbiz.de/10013329541
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