Takip et
salvatore federico
salvatore federico
Università di Genova
unige.it üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Pension funds with a minimum guarantee: a stochastic control approach
M Di Giacinto, S Federico, F Gozzi
Finance and Stochastics 15 (2), 297-342, 2011
1032011
A stochastic control problem with delay arising in a pension fund model
S Federico
Finance and stochastics 15 (3), 421-459, 2011
892011
HJB equations for the optimal control of differential equations with delays and state constraints, I: regularity of viscosity solutions
S Federico, B Goldys, F Gozzi
SIAM Journal on Control and Optimization 48 (8), 4910-4937, 2010
562010
Taming the spread of an epidemic by lockdown policies
S Federico, G Ferrari
Journal of mathematical economics 93, 102453, 2021
472021
Growth and agglomeration in the heterogeneous space: A generalized AK approach
R Boucekkine, G Fabbri, S Federico, F Gozzi
Journal of Economic Geography 19 (6), 1287-1318, 2019
452019
Path-dependent equations and viscosity solutions in infinite dimension
A Cosso, S Federico, F Gozzi, M Rosestolato, N Touzi
The Annals of Probability 46 (1), 126-174, 2018
422018
Characterization of the optimal boundaries in reversible investment problems
S Federico, H Pham
SIAM Journal on Control and Optimization 52 (4), 2180-2223, 2014
382014
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks
S Federico, B Goldys, F Gozzi
SIAM Journal on Control and Optimization 49 (6), 2378-2414, 2011
382011
Income drawdown option with minimum guarantee
M Di Giacinto, S Federico, F Gozzi, E Vigna
European Journal of Operational Research 234 (3), 610-624, 2014
312014
Optimal Boundary Surface for Irreversible Investment with Stochastic Costs (Pg. 1135, Vol 42, 2017)
T De Angelis, S Federico, G Ferrari
MATHEMATICS OF OPERATIONS RESEARCH 42 (4), 1161-1161, 2017
30*2017
Optimal stopping of stochastic differential equations with delay driven by Lévy noise
S Federico, BK Øksendal
Potential analysis 34 (2), 181-198, 2011
252011
Explicit investment rules with time-to-build and uncertainty
R Aid, S Federico, H Pham, B Villeneuve
Journal of Economic Dynamics and Control 51, 240-256, 2015
242015
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation
S Federico, P Gassiat, F Gozzi
Finance and Stochastics 19 (2), 415-448, 2015
222015
Finite-dimensional representations for controlled diffusions with delay
S Federico, P Tankov
Applied Mathematics & Optimization 71 (1), 165-194, 2015
192015
Dynamic Programming for Optimal Control Problems with Delays in the Control Variable
S Federico, E Tacconi
SIAM Journal on Control and Optimization 52 (2), 1203-1236, 2014
192014
Constrained portfolio choices in the decumulation phase of a pension plan
M Di Giacinto, S Federico, F Gozzi, E Vigna
Available at SSRN 1600130, 2010
172010
Irreversible investment with fixed adjustment costs: a stochastic impulse control approach
S Federico, M Rosestolato, E Tacconi
Mathematics and Financial Economics 13 (4), 579-616, 2019
162019
Optimal vaccination in a SIRS epidemic model
S Federico, G Ferrari, ML Torrente
Economic Theory, 1-26, 2022
142022
On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term
G Fabbri, S Federico
132014
From firm to global-level pollution control: The case of transboundary pollution
R Boucekkine, G Fabbri, S Federico, F Gozzi
European Journal of Operational Research 290 (1), 331-345, 2021
122021
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