Browsing All of EconStor by Author Ferrari, Giorgio


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Year of PublicationTitleAuthor(s)
2012On an integral equation for the free boundary of stochastic, irreversible investment problemsFerrari, Giorgio
2012Generalized Kuhn-Tucker conditions for N-firm stochastic irreversible investment under limited resourcesChiarolla, Maria B.; Ferrari, Giorgio; Riedel, Frank
2013Continuous-time public good contribution under uncertaintyFerrari, Giorgio; Riedel, Frank; Steg, Jan-Henrik
2013A stochastic reversible investment problem on a finite-time horizon: Free boundary analysisDe Angelis, Tiziano; Ferrari, Giorgio
2014On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible InvestmentDe Angelis, Tiziano; Federico, Salvatore; Ferrari, Giorgio
2014A Non Convex Singular Stochastic Control Problem and its Related Optimal Stopping BoundariesDe Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John
2014A solvable two-dimensional degenerate singular stochastic control problem with non convex costsDe Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John
2014Irreversible investment under Lévy uncertainty: An equation for the optimal boundaryFerrari, Giorgio; Salminen, Paavo
2016Optimal entry to an irreversible investment plan with non convex costsDe Angelis, Tiziano; Ferrari, Giorgio; Martyr, Randall; Moriarty, John
2016Nash equilibria of threshold type for two-player nonzero-sum games of stoppingDe Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John
2016Stochastic nonzero-sum games: A new connection between singular control and optimal stoppingDe Angelis, Tiziano; Ferrari, Giorgio
2016On an optimal extraction problem with regime switchingFerrari, Giorgio; Yang, Shuzhen
2016A solvable two-dimensional singular stochastic control problem with non convex costsDe Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John
2016Controlling public debt without forgetting inflationFerrari, Giorgio
2017A note on a new existence result for reflected BSDES with interconnected obstaclesDe Angelis, Tiziano; Ferrari, Giorgio; Hamadène, Saïd
2017On a strategic model of pollution controlFerrari, Giorgio; Koch, Torben
2017On a class of singular stochastic control problems for reflected diffusionsFerrari, Giorgio
2017On the singular control of exchange ratesFerrari, Giorgio; Vargiolu, Tiziano
2018An optimal dividend problem with capital injections over a finite horizonFerrari, Giorgio; Schuhmann, Patrick
2018An optimal extraction problem with price impactFerrari, Giorgio; Koch, Torben