Stochastic nonzero-sum games: a new connection between singular control and optimal stopping von De Angelis, Tiziano, Ferrari, Giorgio

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A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs von De Angelis, Tiziano, Ferrari, Giorgio, Moriarty, John

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NASH EQUILIBRIA OF THRESHOLD TYPE FOR TWO-PLAYER NONZERO-SUM GAMES OF STOPPING von Ferrari, Giorgio, De Angelis, Tiziano, Moriarty, John

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A Dynkin Game on Assets with Incomplete Information on the Return von De Angelis, Tiziano, Gensbittel, Fabien, Villeneuve, Stephane

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An analytical study of participating policies with minimum rate guarantee and surrender option von Chiarolla, Maria B., De Angelis, Tiziano, Stabile, Gabriele

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Optimal Hedging of a Perpetual American Put with a Single Trade von Cai, Cheng, De Angelis, Tiziano, Palczewski, Jan

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Optimal dividends with partial information and stopping of a degenerate reflecting diffusion von De Angelis, Tiziano

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A Note on the Continuity of Free-Boundaries in Finite-Horizon Optimal Stopping Problems for One-Dimensional Diffusions von De Angelis, Tiziano

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Climate Impact Investing von De Angelis, Tiziano, Tankov, Peter, Zerbib, Olivier David

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A change of variable formula with applications to multi-dimensional optimal stopping problems von Cai, Cheng, De Angelis, Tiziano

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Zero-Sum Stopper Versus Singular-Controller Games with Constrained Control Directions von Bovo, Andrea, De Angelis, Tiziano, Palczewski, Jan

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On Lipschitz Continuous Optimal Stopping Boundaries von De Angelis, Tiziano, Stabile, Gabriele

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A Class of Recursive Optimal Stopping Problems with Applications to Stock Trading von Colaneri, Katia, De Angelis, Tiziano

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Dynamic Programming Principle for Classical and Singular Stochastic Control with Discretionary Stopping von De Angelis, Tiziano, Milazzo, Alessandro

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Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon von De Angelis, Tiziano

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Variational Inequalities on Unbounded Domains for Zero-Sum Singular Controller vs. Stopper Games von Bovo, Andrea, De Angelis, Tiziano, Issoglio, Elena

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On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions von Cai, Cheng, De Angelis, Tiziano, Palczewski, Jan

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A numerical scheme for stochastic differential equations with distributional drift von De Angelis, Tiziano, Germain, Maximilien, Issoglio, Elena

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Optimal Boundary Surface for Irreversible Investment with Stochastic Costs von De Angelis, Tiziano, Federico, Salvatore, Ferrari, Giorgio

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Stopper vs. Singular Controller Games With Degenerate Diffusions von Bovo, Andrea, De Angelis, Tiziano, Palczewski, Jan

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