Browsing All of EconStor by Author Moriarty, John
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
2014 | A Non Convex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries | De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John |
2014 | A solvable two-dimensional degenerate singular stochastic control problem with non convex costs | De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John |
2016 | Optimal entry to an irreversible investment plan with non convex costs | De Angelis, Tiziano; Ferrari, Giorgio; Martyr, Randall; Moriarty, John |
2016 | Nash equilibria of threshold type for two-player nonzero-sum games of stopping | De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John |
2016 | A solvable two-dimensional singular stochastic control problem with non convex costs | De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John |
2019 | Imbalance market real options and the valuation of storage in future energy systems | Moriarty, John; Palczewski, Jan |