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
77 2007 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
55 2009 Global T De Angelis, G Peskir
53 2020 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
38 2015 Nash equilibria of threshold type for two-player nonzero-sum games of stopping T De Angelis, G Ferrari, J Moriarty
34 2018 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
33 2018 The dividend problem with a finite horizon T De Angelis, E Ekström
29 2017 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
29 2007 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
24 2015 Optimal dividends with partial information and stopping of a degenerate reflecting diffusion T De Angelis
Finance and Stochastics 24 (1), 71-123, 2020
21 2020 On Lipschitz continuous optimal stopping boundaries T De Angelis, G Stabile
SIAM Journal on Control and Optimization 57 (1), 402-436, 2019
20 2019 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
15 2019 On the optimal exercise boundaries of swing put options T De Angelis, Y Kitapbayev
Mathematics of Operations Research 43 (1), 252-274, 2018
14 2018 Dynkin games with incomplete and asymmetric information T De Angelis, E Ekström, K Glover
Mathematics of Operations Research 47 (1), 560-586, 2022
12 2022 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
12 2021 From optimal stopping boundaries to Rost’s reversed barriers and the Skorokhod embedding T De Angelis
11 2018 Optimal prediction of resistance and support levels T De Angelis, G Peskir
Applied Mathematical Finance 23 (6), 465-483, 2016
11 2016 