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De Angelis, Tiziano
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1

The Maximality Principle in Singular Control with Absorptio..:

De Angelis, Tiziano ; Ekström, Erik ; Olofsson, Marcus
SIAM Journal on Control and Optimization.  62 (2024)  1 - p. 91-117 , 2024
Link: https://doi.org/10.1137/..
 
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2

Variational Inequalities on Unbounded Domains for Zero-Sum ..:

Bovo, Andrea ; De Angelis, Tiziano ; Issoglio, Elena
Mathematics of Operations Research.  , 2024
Link: https://doi.org/10.1287/..
 
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3

Dynamic Programming Principle for Classical and Singular St..:

De Angelis, Tiziano ; Milazzo, Alessandro
Applied Mathematics & Optimization.  88 (2023)  1 - p. , 2023
Link: https://doi.org/10.1007/..
 
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4

On the Continuity of Optimal Stopping Surfaces for Jump-Dif..:

Cai, Cheng ; De Angelis, Tiziano ; Palczewski, Jan
SIAM Journal on Control and Optimization.  61 (2023)  3 - p. 1513-1531 , 2023
Link: https://doi.org/10.1137/..
 
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5

A change of variable formula with applications to multi-dim..:

Cai, Cheng ; De Angelis, Tiziano
Stochastic Processes and their Applications.  164 (2023)  - p. 33-61 , 2023
Link: https://doi.org/10.1016/..
 
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6

A numerical scheme for stochastic differential equations wi..:

De Angelis, Tiziano ; Germain, Maximilien ; Issoglio, Elena
Stochastic Processes and their Applications.  154 (2022)  - p. 55-90 , 2022
Link: https://doi.org/10.1016/..
 
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7

The American put with finite‐time maturity and stochastic i..:

Cai, Cheng ; De Angelis, Tiziano ; Palczewski, Jan
Mathematical Finance.  32 (2022)  4 - p. 1170-1213 , 2022
Link: https://doi.org/10.1111/..
 
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8

An analytical study of participating policies with minimum ..:

Chiarolla, Maria B. ; De Angelis, Tiziano ; Stabile, Gabriele
Finance and Stochastics.  26 (2022)  2 - p. 173-216 , 2022
Link: https://doi.org/10.1007/..
 
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9

Optimal dividend payout under stochastic discounting:

Bandini, Elena ; De Angelis, Tiziano ; Ferrari, Giorgio.
Mathematical Finance.  32 (2022)  2 - p. 627-677 , 2022
Link: https://doi.org/10.1111/..
 
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10

Optimal Hedging of a Perpetual American Put with a Single T..:

Cai, Cheng ; Angelis, Tiziano De ; Palczewski, Jan
SIAM Journal on Financial Mathematics.  12 (2021)  2 - p. 823-866 , 2021
Link: https://doi.org/10.1137/..
 
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11

OPTIMAL STOPPING FOR THE EXPONENTIAL OF A BROWNIAN BRIDGE:

DE ANGELIS, TIZIANO ; MILAZZO, ALESSANDRO
Journal of Applied Probability.  57 (2020)  1 - p. 361-384 , 2020
Link: https://www.jstor.org/st..
 
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12

Optimal stopping for the exponential of a Brownian bridge:

de Angelis, Tiziano ; Milazzo, Alessandro
Journal of Applied Probability.  57 (2020)  1 - p. 361-384 , 2020
Link: https://doi.org/10.1017/..
 
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13

Playing with ghosts in a Dynkin game:

De Angelis, Tiziano ; Ekström, Erik
Stochastic Processes and their Applications.  130 (2020)  10 - p. 6133-6156 , 2020
Link: https://doi.org/10.1016/..
 
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14

Optimal dividends with partial information and stopping of ..:

De Angelis, Tiziano
Finance and Stochastics.  24 (2019)  1 - p. 71-123 , 2019
Link: https://doi.org/10.1007/..
 
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15

On Lipschitz Continuous Optimal Stopping Boundaries:

De Angelis, Tiziano ; Stabile, Gabriele
SIAM Journal on Control and Optimization.  57 (2019)  1 - p. 402-436 , 2019
Link: https://doi.org/10.1137/..
 
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