Segui
Tiziano De Angelis
Tiziano De Angelis
Associate Professor, School of Management and Economics (Dept. ESOMAS), University of Turin
Email verificata su unito.it - Home page
Titolo
Citata da
Citata da
Anno
Experimental realization of macroscopic coherence by phase-covariant cloning of a single photon
E Nagali, T De Angelis, F Sciarrino, F De Martini
Physical Review A 76 (4), 042126, 2007
772007
Wigner-function theory and decoherence of the quantum-injected optical parametric amplifier
N Spagnolo, C Vitelli, T De Angelis, F Sciarrino, F De Martini
Physical Review A 80 (3), 032318, 2009
552009
Global regularity of the value function in optimal stopping problems
T De Angelis, G Peskir
532020
Climate impact investing
T De Angelis, P Tankov, OD Zerbib
Management Science, 2022
43*2022
A note on the continuity of free-boundaries in finite-horizon optimal stopping problems for one-dimensional diffusions
T De Angelis
SIAM Journal on Control and Optimization 53 (1), 167-184, 2015
382015
Nash equilibria of threshold type for two-player nonzero-sum games of stopping
T De Angelis, G Ferrari, J Moriarty
342018
Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
T De Angelis, G Ferrari
Advances in Applied Probability 50 (2), 347-372, 2018
332018
The dividend problem with a finite horizon
T De Angelis, E Ekstrm
292017
A stochastic partially reversible investment problem on a finite time-horizon: Free-boundary analysis
T De Angelis, G Ferrari
Stochastic Processes and their Applications 124 (12), 4080-4119, 2014
29*2014
Experimental test of the no-signaling theorem
T De Angelis, E Nagali, F Sciarrino, F De Martini
Physical review letters 99 (19), 193601, 2007
292007
Optimal boundary surface for irreversible investment with stochastic costs
T De Angelis, S Federico, G Ferrari
Mathematics of Operations Research 42 (4), 1135-1161, 2017
28*2017
A nonconvex singular stochastic control problem and its related optimal stopping boundaries
T De Angelis, G Ferrari, J Moriarty
SIAM Journal on Control and Optimization 53 (3), 1199-1223, 2015
242015
Optimal dividends with partial information and stopping of a degenerate reflecting diffusion
T De Angelis
Finance and Stochastics 24 (1), 71-123, 2020
212020
On Lipschitz continuous optimal stopping boundaries
T De Angelis, G Stabile
SIAM Journal on Control and Optimization 57 (1), 402-436, 2019
202019
A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs
TD Angelis, G Ferrari, J Moriarty
Mathematics of Operations Research 44 (2), 512-531, 2019
152019
On the optimal exercise boundaries of swing put options
T De Angelis, Y Kitapbayev
Mathematics of Operations Research 43 (1), 252-274, 2018
142018
Dynkin games with incomplete and asymmetric information
T De Angelis, E Ekstrm, K Glover
Mathematics of Operations Research 47 (1), 560-586, 2022
122022
A Dynkin game on assets with incomplete information on the return
T De Angelis, F Gensbittel, S Villeneuve
Mathematics of Operations Research 46 (1), 28-60, 2021
122021
From optimal stopping boundaries to Rost’s reversed barriers and the Skorokhod embedding
T De Angelis
112018
Optimal prediction of resistance and support levels
T De Angelis, G Peskir
Applied Mathematical Finance 23 (6), 465-483, 2016
112016
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
Articoli 1–20