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Details about Giorgio Ferrari

E-mail:
Homepage:https://sites.google.com/site/giorgioferrariswebsite/
Workplace:Institut für Mathematische Wirtschaftsforschung (Center for Mathematical Economics), Universität Bielefeld (University of Bielefeld), (more information at EDIRC)

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Short-id: pfe394


Working Papers

2017

  1. Optimal Boundary Surface for Irreversible Investment with Stochastic Costs
    Papers, arXiv.org Downloads View citations (8)

2016

  1. A non convex singular stochastic control problem and its related optimal stopping boundaries
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads View citations (1)
    Also in Papers, arXiv.org (2014) Downloads View citations (10)
  2. On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads View citations (2)

2015

  1. Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach
    Papers, arXiv.org Downloads View citations (3)
  2. On an integral equation for the free-boundary of stochastic, irreversible investment problems
    Papers, arXiv.org Downloads View citations (12)
    Also in Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University (2014) Downloads View citations (9)
  3. Optimal Dynamic Procurement Policies for a Storable Commodity with L\'evy Prices and Convex Holding Costs
    Papers, arXiv.org Downloads

2014

  1. A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads View citations (9)
  2. Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads View citations (6)
    Also in Papers, arXiv.org (2013) Downloads View citations (6)

2013

  1. Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank-El Karoui Representation Theorem
    Papers, arXiv.org Downloads View citations (21)

2011

  1. Power Series Representations for European Option Prices under Stochastic Volatility Models
    Papers, arXiv.org Downloads
 
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