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 2 2 24
A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis 0 0 1 25 3 4 5 73
A non convex singular stochastic control problem and its related optimal stopping boundaries 0 0 0 10 2 5 5 43
Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach 0 0 0 8 1 1 2 55
Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources 0 0 0 1 2 5 6 75
Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources 0 0 0 16 3 6 8 106
Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank-El Karoui Representation Theorem 0 0 0 13 7 9 14 89
On an integral equation for the free boundary of stochastic, irreversible investment problems 0 0 0 18 1 2 3 82
On an integral equation for the free-boundary of stochastic, irreversible investment problems 0 0 0 6 2 5 5 39
On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment 0 1 1 18 3 6 9 45
Optimal Boundary Surface for Irreversible Investment with Stochastic Costs 0 0 0 7 2 7 9 49
Optimal Dynamic Procurement Policies for a Storable Commodity with L\'evy Prices and Convex Holding Costs 0 0 0 2 2 3 4 30
Power Series Representations for European Option Prices under Stochastic Volatility Models 0 0 0 8 1 3 5 74
Total Working Papers 0 1 2 135 30 58 77 784

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Statistics updated 2026-02-12