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Optimal reduction of public debt under partial observation of the economic growth
Callegaro, Giorgia; Ceci, Claudia; Ferrari, Giorgio - In: Finance and stochastics 24 (2020) 4, pp. 1083-1132
Persistent link: https://www.econbiz.de/10012518165
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Optimal execution with multiplicative price impact and incomplete information on the return
Dammann, Felix; Ferrari, Giorgio - In: Finance and stochastics 27 (2023) 3, pp. 713-768
Persistent link: https://www.econbiz.de/10014328989
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A stochastic control problem with delay arising in a pension fund model
Federico, Salvatore - In: Finance and stochastics 15 (2011) 3, pp. 421-459
Persistent link: https://www.econbiz.de/10009303232
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Rodosthenous, Neofytos; Zervos, Mihail - In: Finance and stochastics 21 (2017) 1, pp. 157-186
Persistent link: https://www.econbiz.de/10011944067
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Pension funds with a minimum guarantee: a stochastic control approach
Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto - In: Finance and stochastics 15 (2011) 2, pp. 297-343
Persistent link: https://www.econbiz.de/10009014646
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A stochastic control problem with delay arising in a pension fund model
Federico, Salvatore - In: Finance and stochastics 15 (2011) 3, pp. 421-460
Persistent link: https://www.econbiz.de/10009262462
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Pension funds with a minimum guarantee : a stochastic control approach
Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto - In: Finance and stochastics 15 (2011) 2, pp. 297-342
Persistent link: https://www.econbiz.de/10009159089
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Utility maximization with current utility on the wealth : regularity of solutions to the HJB equation
Federico, Salvatore; Gassiat, Paul; Gozzi, Fausto - In: Finance and stochastics 19 (2015) 2, pp. 415-448
Persistent link: https://www.econbiz.de/10011418169