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Tiziano De Angelis · Study
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Author
Tiziano De Angelis
7 works
· latest 2022
· 3 institutions
cluster: provisional
ORCID 0000-0002-0164-7936
Works
7 shown
Climate Impact Investing
Management Science
·
2022
·
2 authors
·
Open access
137
citations
Global $C^{1}$ regularity of the value function in optimal stopping problems
The Annals of Applied Probability
·
2020
·
2 authors
·
Open access
50
citations
Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
Advances in Applied Probability
·
2018
·
2 authors
·
Open access
33
citations
Nash equilibria of threshold type for two-player nonzero-sum games of stopping
The Annals of Applied Probability
·
2018
·
3 authors
·
Open access
38
citations
Optimal Boundary Surface for Irreversible Investment with Stochastic Costs
Mathematics of Operations Research
·
2017
·
3 authors
·
Open access
32
citations
A Note on the Continuity of Free-Boundaries in Finite-Horizon Optimal Stopping Problems for One-Dimensional Diffusions
SIAM Journal on Control and Optimization
·
2015
·
1 author
·
Open access
34
citations
A stochastic partially reversible investment problem on a finite time-horizon: Free-boundary analysis
Stochastic Processes and their Applications
·
2014
·
2 authors
·
Open access
30
citations