Access Statistics for Giorgio Ferrari

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non Convex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries 0 0 0 2 1 1 4 18
A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis 0 1 1 22 1 4 7 60
A non convex singular stochastic control problem and its related optimal stopping boundaries 0 0 0 8 2 4 11 31
Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach 0 0 0 4 1 1 10 40
Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources 0 0 0 1 1 1 4 65
Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources 0 0 1 14 2 5 8 90
Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank-El Karoui Representation Theorem 0 0 0 9 0 4 5 67
On an integral equation for the free boundary of stochastic, irreversible investment problems 0 1 1 18 1 4 9 74
On an integral equation for the free-boundary of stochastic, irreversible investment problems 0 0 0 6 0 0 1 32
On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment 0 1 2 15 1 4 5 30
Optimal Boundary Surface for Irreversible Investment with Stochastic Costs 0 0 0 5 1 1 3 32
Optimal Dynamic Procurement Policies for a Storable Commodity with L\'evy Prices and Convex Holding Costs 0 0 0 2 0 0 1 19
Power Series Representations for European Option Prices under Stochastic Volatility Models 0 0 0 8 0 0 1 66
Total Working Papers 0 3 5 114 11 29 69 624


Statistics updated 2021-01-03