Maria B. Chiarolla

Identifiers

• name variant Maria B. Chiarolla 0.60 · backfill

Papers (4)

1. Optimal Dynamic Procurement Policies for a Storable Commodity with L\'evy Prices and Convex Holding Costs math.OC · 2014 · author #1
2. Analytical Pricing of American Bond Options in the Heath-Jarrow-Morton Model q-fin.PR · 2012 · author #1
3. Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources math.OC · 2012 · author #1
4. Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank-El Karoui Representation Theorem math.OC · 2011 · author #1

Mentions

• 1409.0665 #1 · backfill · confidence 0.70 Maria B. Chiarolla
• 1212.0781 #1 · backfill · confidence 0.70 Maria B. Chiarolla
• 1203.3757 #1 · backfill · confidence 0.70 Maria B. Chiarolla
• 1108.4886 #1 · backfill · confidence 0.70 Maria B. Chiarolla

Frequent Coauthors

• Giorgio Ferrari 3 shared papers
• Frank Riedel 1 shared papers
• Gabriele Stabile 1 shared papers
• Tiziano De Angelis 1 shared papers