Edit Profile De Angelis, Tiziano Compute Distance To: Compute Author ID: de-angelis.tiziano Published as: De Angelis, T.; De Angelis, Tiziano External Links: ORCID Documents Indexed: 20 Publications since 2014 all top 5 Co-Authors 3 single-authored 7 Ferrari, Giorgio 4 Moriarty, John 2 Chiarolla, Maria B. 2 Ekström, Erik 2 Kitapbayev, Yerkin 2 Stabile, Gabriele 1 Federico, Salvatore 1 Martyr, Randall 1 Milazzo, Alessandro 1 Peskir, Goran all top 5 Serials 4 Stochastic Processes and their Applications 3 Mathematics of Operations Research 3 SIAM Journal on Control and Optimization 2 The Annals of Applied Probability 2 Finance and Stochastics 1 Advances in Applied Probability 1 Applied Mathematics and Optimization 1 Journal of Applied Probability 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Applied Mathematical Finance 1 Mathematics and Financial Economics all top 5 Fields 20 Probability theory and stochastic processes (60-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Partial differential equations (35-XX) 8 Systems theory; control (93-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 1 Integral equations (45-XX) Publications by Year all cited Publications top 5 cited Publications 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 1390.91038De 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 1338.60117De Angelis, Tiziano 8 2015 A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis. Zbl 1295.93073De Angelis, Tiziano; Ferrari, Giorgio 8 2014 Optimal boundary surface for irreversible investment with stochastic costs. Zbl 1386.93304De Angelis, Tiziano; Federico, Salvatore; Ferrari, Giorgio 7 2017 A nonconvex singular stochastic control problem and its related optimal stopping boundaries. Zbl 1314.93066De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John 7 2015 The dividend problem with a finite horizon. Zbl 1390.60305De Angelis, Tiziano; Ekström, Erik 6 2017 From optimal stopping boundaries to Rost’s reversed barriers and the Skorokhod embedding. Zbl 1391.60085De Angelis, Tiziano 5 2018 Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality. Zbl 1338.60116Chiarolla, 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 1307.91173Chiarolla, Maria B.; De Angelis, Tiziano 4 2015 Stochastic nonzero-sum games: a new connection between singular control and optimal stopping. Zbl 1443.91037De Angelis, Tiziano; Ferrari, Giorgio 3 2018 On Lipschitz continuous optimal stopping boundaries. Zbl 1442.60048De Angelis, Tiziano; Stabile, Gabriele 2 2019 Integral equations for Rost’s reversed barriers: existence and uniqueness results. Zbl 1372.60056De Angelis, Tiziano; Kitapbayev, Yerkin 2 2017 Optimal dividends with partial information and stopping of a degenerate reflecting diffusion. Zbl 1430.91127De Angelis, Tiziano 1 2020 A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs. Zbl 1443.91215De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John 1 2019 On the free boundary of an annuity purchase. Zbl 1428.91015De Angelis, Tiziano; Stabile, Gabriele 1 2019 Optimal prediction of resistance and support levels. Zbl 1396.60041De Angelis, T.; Peskir, G. 1 2016 Optimal dividends with partial information and stopping of a degenerate reflecting diffusion. Zbl 1430.91127De Angelis, Tiziano 1 2020 On Lipschitz continuous optimal stopping boundaries. Zbl 1442.60048De Angelis, Tiziano; Stabile, Gabriele 2 2019 A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs. Zbl 1443.91215De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John 1 2019 On the free boundary of an annuity purchase. Zbl 1428.91015De Angelis, Tiziano; Stabile, Gabriele 1 2019 Nash equilibria of threshold type for two-player nonzero-sum games of stopping. Zbl 1390.91038De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John 10 2018 From optimal stopping boundaries to Rost’s reversed barriers and the Skorokhod embedding. Zbl 1391.60085De Angelis, Tiziano 5 2018 Stochastic nonzero-sum games: a new connection between singular control and optimal stopping. Zbl 1443.91037De Angelis, Tiziano; Ferrari, Giorgio 3 2018 Optimal boundary surface for irreversible investment with stochastic costs. Zbl 1386.93304De Angelis, Tiziano; Federico, Salvatore; Ferrari, Giorgio 7 2017 The dividend problem with a finite horizon. Zbl 1390.60305De Angelis, Tiziano; Ekström, Erik 6 2017 Integral equations for Rost’s reversed barriers: existence and uniqueness results. Zbl 1372.60056De Angelis, Tiziano; Kitapbayev, Yerkin 2 2017 Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality. Zbl 1338.60116Chiarolla, Maria B.; De Angelis, Tiziano 4 2016 Optimal prediction of resistance and support levels. Zbl 1396.60041De 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 1338.60117De Angelis, Tiziano 8 2015 A nonconvex singular stochastic control problem and its related optimal stopping boundaries. Zbl 1314.93066De 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 1307.91173Chiarolla, Maria B.; De Angelis, Tiziano 4 2015 A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis. Zbl 1295.93073De Angelis, Tiziano; Ferrari, Giorgio 8 2014 all cited Publications top 5 cited Publications all top 5 Cited by 57 Authors 15 De Angelis, Tiziano 13 Ferrari, Giorgio 3 Cox, Alexander Matthew Gordon 3 Ekström, Erik 3 Kitapbayev, Yerkin 3 Moriarty, John 2 Aïd, René 2 Callegaro, Giorgia 2 Chiarolla, Maria B. 2 Federico, Salvatore 2 Schuhmann, Patrick 2 Vargiolu, Tiziano 1 Al Motairi, Hessah 1 Alvarez, Luis H. R. 1 Attard, Natalie 1 Basei, Matteo 1 Beiglböck, Mathias 1 Bernhardt, Thomas 1 Campi, Luciano 1 Ceci, Claudia 1 Christensen, Soren 1 Dianetti, Jodi 1 Donnelly, Catherine 1 Gayduk, Roman 1 Gensbittel, Fabien 1 Ghoussoub, Nassif A. 1 Glover, Kristoffer J. 1 Grün, Christine 1 Huesmann, Martin 1 Kim, Young-Heon 1 Kinsley, Sam M. 1 Leniec, Marta 1 Leung, Tim 1 Li, Liangchen 1 Liang, Gechun 1 Lindensjö, Kristoffer 1 Lindskog, Filip 1 Ludkovski, Michael 1 Martyr, Randall 1 Matomäki, Pekka 1 Mehrdoust, Farshid 1 Milazzo, Alessandro 1 Nadtochiy, Sergey 1 Najafi, Ali Reza 1 Obloj, Jan K. 1 Palmer, Aaron Zeff 1 Peskir, Goran 1 Remizov, Ivan D. 1 Rodosthenous, Neofytos 1 Rosestolato, Mauro 1 Salminen, Paavo H. 1 Stabile, Gabriele 1 Sun, Haodong 1 Tacconi, Elisa 1 Touzi, Nizar 1 Yang, Shuzhen 1 Zervos, Mihail all top 5 Cited in 19 Serials 7 SIAM Journal on Control and Optimization 5 Mathematics of Operations Research 4 The Annals of Applied Probability 4 Stochastic Processes and their Applications 3 Applied Mathematics and Optimization 3 Finance and Stochastics 3 Mathematics and Financial Economics 2 Advances in Applied Probability 2 Journal of Applied Probability 2 Probability Theory and Related Fields 1 Journal of Computational and Applied Mathematics 1 Insurance Mathematics & Economics 1 Journal of Economic Dynamics & Control 1 Annals of Operations Research 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Calculus of Variations and Partial Differential Equations 1 Mathematical Methods of Operations Research 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Annals of Finance all top 5 Cited in 9 Fields 36 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 35 Probability theory and stochastic processes (60-XX) 17 Systems theory; control (93-XX) 11 Partial differential equations (35-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 2 Integral equations (45-XX) 1 Measure and integration (28-XX) 1 Operator theory (47-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year