CHIAROLLA, Maria
CHIAROLLA, Maria
DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA
A Firm's Profit Maximization Problem involving a Parabolic Free Boundary
2003 Chiarolla, Maria; Ulrich G., Haussmann
A Stochastic Continuous Time Model of Participating Policies with Surrender Option
2011 Chiarolla, Maria; Valdivia, Isabella
A Stochastic Equilibrium Economy with Optimal Capacity Expansion
2004 Chiarolla, Maria; Ulrich G., Haussmann
A Stochastic Equilibrium Economy with Optimal Capacity Expansion: the classical control case
2004 Chiarolla, Maria; Ulrich G., Haussmann
A Two-Country-Economy Equilibrium Model
1999 Chiarolla, Maria; Ulrich G., Haussmann
American Bond Options under CIR: the Optimal Stopping Problem
2011 Aurelio, Francesca; Chiarolla, Maria
Analytical Pricing of American Put Options on a Zero Coupon Bond in the Heath-Jarrow-Morton Model
2015 Chiarolla, Maria; De Angelis, Tiziano
Control of Inflation: a Singular Stochastic Control Problem
1997 Chiarolla, Maria; Bing, Han; Ulrich G., Haussmann
Controlling Inflation: the infinite horizon case
2000 Chiarolla, Maria; Ulrich G., Haussmann
Equilibrium in a Production Economy
2011 Chiarolla, Maria; Haussmann, Ulrich G.
Equilibrium in a Stochastic Dynamic Economy: a Fixed Point Problem in the Meyer-Zheng Topology
2012 Chiarolla, Maria; Giorgio, Ferrari; Ulrich G., Haussmann
Equilibrium in a Stochastic Economy with Irreversible Investment and Money
2011 Chiarolla, Maria; Ulrich G., Haussmann
Equilibrium in a Stochastic Model with Consumption, Wages and Investment
2001 Chiarolla, Maria; Ulrich G., Haussmann
Equilibrium in a Stochastic Two-Country-Economy Model
2000 Chiarolla, Maria; Ulrich G., Haussmann
Explicit Solution of a Stochastic, Irreversible Investment Problem and its Moving Threshold
2004 Chiarolla, Maria; Ulrich G., Haussmann
Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold
2005 Chiarolla, Maria; Ulrich G., Haussmann
From Irreversible Investment to American Option Pricing: optimal stopping back and forth
2011 Chiarolla, Maria; Ferrari, Giorgio; Ulrich G., Haussmann
GENERALIZED KUHN-TUCKER CONDITIONS FOR N-FIRM STOCHASTIC IRREVERSIBLE INVESTMENT UNDER LIMITED RESOURCES
2013 Chiarolla, Maria; Ferrari, Giorgio; Riedel, Frank
Generalized Kuhn-Tucker Conditions for Stochastic Irreversible Investments with Limited Resources
2011 Chiarolla, Maria; Ferrari, Giorgio; Frank, Riedel
IDENTIFYING THE FREE BOUNDARY OF A STOCHASTIC, IRREVERSIBLE INVESTMENT PROBLEM VIA THE BANK-EL KAROUI REPRESENTATION THEOREM
2014 Chiarolla, Maria; Ferrari, Giorgio