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 0 0 0 22
A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis 0 0 1 25 1 1 2 70
A non convex singular stochastic control problem and its related optimal stopping boundaries 0 0 0 10 0 0 0 38
Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach 0 0 0 8 0 1 1 54
Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources 0 0 0 1 2 2 3 72
Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources 0 0 0 16 1 2 5 101
Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank-El Karoui Representation Theorem 0 0 0 13 1 6 6 81
On an integral equation for the free boundary of stochastic, irreversible investment problems 0 0 0 18 1 2 3 81
On an integral equation for the free-boundary of stochastic, irreversible investment problems 0 0 0 6 2 2 3 36
On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment 1 1 1 18 2 3 5 41
Optimal Boundary Surface for Irreversible Investment with Stochastic Costs 0 0 0 7 3 3 6 45
Optimal Dynamic Procurement Policies for a Storable Commodity with L\'evy Prices and Convex Holding Costs 0 0 0 2 0 0 3 27
Power Series Representations for European Option Prices under Stochastic Volatility Models 0 0 0 8 1 2 3 72
Total Working Papers 1 1 2 135 14 24 40 740

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Statistics updated 2025-12-06