Tiziano De Angelis
Geboren:
1982
Hat mitgewirkt an:
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Dynamic Programming Principle for Classical and Singular Stochastic Control with Discretionary Stopping
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Stopper vs. Singular Controller Games With Degenerate Diffusions
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An analytical study of participating policies with minimum rate guarantee and surrender option
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Stochastic nonzero-sum games: a new connection between singular control and optimal stopping