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 3 1 1 5 27
A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis 0 0 0 25 1 1 9 78
A non convex singular stochastic control problem and its related optimal stopping boundaries 0 0 0 10 0 1 13 51
Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach 0 0 0 8 1 4 12 65
Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources 1 1 1 2 2 2 10 80
Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources 0 0 0 16 0 1 10 109
Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank-El Karoui Representation Theorem 0 0 0 13 1 1 15 90
On an integral equation for the free boundary of stochastic, irreversible investment problems 0 0 0 18 0 0 4 83
On an integral equation for the free-boundary of stochastic, irreversible investment problems 0 0 0 6 1 1 11 45
On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment 0 0 1 18 0 0 12 50
Optimal Boundary Surface for Irreversible Investment with Stochastic Costs 0 0 0 7 1 1 9 51
Optimal Dynamic Procurement Policies for a Storable Commodity with L\'evy Prices and Convex Holding Costs 0 0 0 2 3 3 9 36
Power Series Representations for European Option Prices under Stochastic Volatility Models 0 0 0 8 1 1 7 77
Total Working Papers 1 1 2 136 12 17 126 842

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Statistics updated 2026-09-10