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De Angelis, Tiziano

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Author ID: de-angelis.tiziano Recent zbMATH articles by "De Angelis, Tiziano"
Published as: De Angelis, T.; De Angelis, Tiziano
External Links: ORCID
Documents Indexed: 20 Publications since 2014

Publications by Year

Citations contained in zbMATH

16 Publications have been cited 70 times in 44 Documents Cited by Year
Nash equilibria of threshold type for two-player nonzero-sum games of stopping. Zbl 1390.91038
De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John
10
2018
A note on the continuity of free-boundaries in finite-horizon optimal stopping problems for one-dimensional diffusions. Zbl 1338.60117
De Angelis, Tiziano
8
2015
A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis. Zbl 1295.93073
De Angelis, Tiziano; Ferrari, Giorgio
8
2014
Optimal boundary surface for irreversible investment with stochastic costs. Zbl 1386.93304
De Angelis, Tiziano; Federico, Salvatore; Ferrari, Giorgio
7
2017
A nonconvex singular stochastic control problem and its related optimal stopping boundaries. Zbl 1314.93066
De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John
7
2015
The dividend problem with a finite horizon. Zbl 1390.60305
De Angelis, Tiziano; Ekström, Erik
6
2017
From optimal stopping boundaries to Rost’s reversed barriers and the Skorokhod embedding. Zbl 1391.60085
De Angelis, Tiziano
5
2018
Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality. Zbl 1338.60116
Chiarolla, Maria B.; De Angelis, Tiziano
4
2016
Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model. Zbl 1307.91173
Chiarolla, Maria B.; De Angelis, Tiziano
4
2015
Stochastic nonzero-sum games: a new connection between singular control and optimal stopping. Zbl 1443.91037
De Angelis, Tiziano; Ferrari, Giorgio
3
2018
On Lipschitz continuous optimal stopping boundaries. Zbl 1442.60048
De Angelis, Tiziano; Stabile, Gabriele
2
2019
Integral equations for Rost’s reversed barriers: existence and uniqueness results. Zbl 1372.60056
De Angelis, Tiziano; Kitapbayev, Yerkin
2
2017
Optimal dividends with partial information and stopping of a degenerate reflecting diffusion. Zbl 1430.91127
De Angelis, Tiziano
1
2020
A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs. Zbl 1443.91215
De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John
1
2019
On the free boundary of an annuity purchase. Zbl 1428.91015
De Angelis, Tiziano; Stabile, Gabriele
1
2019
Optimal prediction of resistance and support levels. Zbl 1396.60041
De Angelis, T.; Peskir, G.
1
2016
Optimal dividends with partial information and stopping of a degenerate reflecting diffusion. Zbl 1430.91127
De Angelis, Tiziano
1
2020
On Lipschitz continuous optimal stopping boundaries. Zbl 1442.60048
De Angelis, Tiziano; Stabile, Gabriele
2
2019
A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs. Zbl 1443.91215
De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John
1
2019
On the free boundary of an annuity purchase. Zbl 1428.91015
De Angelis, Tiziano; Stabile, Gabriele
1
2019
Nash equilibria of threshold type for two-player nonzero-sum games of stopping. Zbl 1390.91038
De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John
10
2018
From optimal stopping boundaries to Rost’s reversed barriers and the Skorokhod embedding. Zbl 1391.60085
De Angelis, Tiziano
5
2018
Stochastic nonzero-sum games: a new connection between singular control and optimal stopping. Zbl 1443.91037
De Angelis, Tiziano; Ferrari, Giorgio
3
2018
Optimal boundary surface for irreversible investment with stochastic costs. Zbl 1386.93304
De Angelis, Tiziano; Federico, Salvatore; Ferrari, Giorgio
7
2017
The dividend problem with a finite horizon. Zbl 1390.60305
De Angelis, Tiziano; Ekström, Erik
6
2017
Integral equations for Rost’s reversed barriers: existence and uniqueness results. Zbl 1372.60056
De Angelis, Tiziano; Kitapbayev, Yerkin
2
2017
Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality. Zbl 1338.60116
Chiarolla, Maria B.; De Angelis, Tiziano
4
2016
Optimal prediction of resistance and support levels. Zbl 1396.60041
De Angelis, T.; Peskir, G.
1
2016
A note on the continuity of free-boundaries in finite-horizon optimal stopping problems for one-dimensional diffusions. Zbl 1338.60117
De Angelis, Tiziano
8
2015
A nonconvex singular stochastic control problem and its related optimal stopping boundaries. Zbl 1314.93066
De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John
7
2015
Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model. Zbl 1307.91173
Chiarolla, Maria B.; De Angelis, Tiziano
4
2015
A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis. Zbl 1295.93073
De Angelis, Tiziano; Ferrari, Giorgio
8
2014

Citations by Year