A Non Convex Singular Stochastic Control Problem and Its Related Optimal Stopping Boundaries
Tiziano De Angelis
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Giorgio Ferrari
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John Moriarty
2015 ◽
Vol 53
(3)
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pp. 1199-1223
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Tiziano De Angelis
◽
Giorgio Ferrari
◽
John Moriarty
1989 ◽
Vol 27
(4)
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pp. 876-907
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H. Mete Soner
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Shreve E. Shreve
2017 ◽
Vol 55
(6)
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pp. 3908-3927
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Luis H. R. Alvarez
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Pekka Matomäki
Tiziano De Angelis
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Salvatore Federico
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Giorgio Ferrari
2020 ◽
Vol 58
(5)
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pp. 2821-2853
Salvatore Federico
◽
Giorgio Ferrari
◽
Patrick Schuhmann
Fred E. Benth
◽
Kenneth H. Karlsen
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Kristin Reikvam
M.B. Chiarolla
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B. Han
◽
U.G. Haussmann
2016 ◽
Vol 54
(3)
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pp. 1657-1677
Marcin Boryc
◽
Łukasz Kruk
2004 ◽
Vol 109
(2)
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pp. 167-187
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Xin Guo
◽
Jun Liu
◽
Xun Yu Zhou