DE ANGELIS, Tiziano
DE ANGELIS, Tiziano
SCIENZE ECONOMICO-SOCIALI E MATEMATICO-STATISTICHE
A change of variable formula with applications to multi-dimensional optimal stopping problems
2023-01-01 Cai C.; De Angelis T.
A class of recursive optimal stopping problems with applications to stock trading
2022-01-01 Colaneri Katia; De Angelis Tiziano
A dynkin game on assets with incomplete information on the return
2021-01-01 De Angelis T.; Gensbittel F.; Villeneuve S.
A nonconvex singular stochastic control problem and its related optimal stopping boundaries
2015-01-01 De Angelis T.; Ferrari G.; Moriarty J.
A note on the continuity of free-boundaries in finite-horizon optimal stopping problems for one-dimensional diffusions
2015-01-01 De Angelis T.
A numerical scheme for stochastic differential equations with distributional drift
2022-01-01 Tiziano De Angelis; Maximilien Germain; Elena Issoglio
A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs
2019-01-01 De Angelis T.; Ferrari G.; Moriarty J.
A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis
2014-01-01 De Angelis T.; Ferrari G.
An analytical study of participating policies with minimum rate guarantee and surrender option
2022-01-01 Chiarolla, MB; De Angelis, T; Stabile, G
Analytical pricing of American Put options on a Zero Coupon Bond in the Heath-Jarrow-Morton model
2015-01-01 Chiarolla M.B.; De Angelis T.
Climate Impact Investing
2022-01-01 De Angelis, T; Tankov, P; Zerbib, OD
Dynamic Programming Principle for Classical and Singular Stochastic Control with Discretionary Stopping
2023-01-01 De Angelis, T; Milazzo, A
Dynkin games with incomplete and asymmetric information
2022-01-01 De Angelis T.; Ekstrom E.; Glover K.
From optimal stopping boundaries to Rost’s reversed barriers and the Skorokhod embedding
2018-01-01 De Angelis T.
Global c1 regularity of the value function in optimal stopping problems
2020-01-01 DE ANGELIS T.; PESKIR G.
Integral equations for Rost's reversed barriers: Existence and uniqueness results
2017-01-01 De Angelis T.; Kitapbayev Y.
MEAN-FIELD GAMES OF FINITE-FUEL CAPACITY EXPANSION WITH SINGULAR CONTROLS
2022-01-01 Campi L.; de Angelis T.; Ghio M.; Livieri G.
Nash equilibria of threshold type for two-player nonzero-sum games of stopping
2018-01-01 De Angelis T.; Ferrari G.; Moriarty J.
On Lipschitz continuous optimal stopping boundaries
2019-01-01 De Angelis T.; Stabile G.
ON THE CONTINUITY OF OPTIMAL STOPPING SURFACES FOR JUMP-DIFFUSIONS
2023-01-01 Cai, C; De Angelis, T; Palczewski, J