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Tiziano De Angelis

Identifiers

  • name variant Tiziano De Angelis 0.60 · backfill

Papers (23)

  1. Integral equations for the optimal boundary surface of a mean-field game of capacity expansion math.OC · 2026 · author #1
  2. Playing with ghosts in a Dynkin game math.PR · 2019 · author #1
  3. Optimal dividends with partial information and stopping of a degenerate reflecting diffusion math.PR · 2018 · author #1
  4. A note on a new existence result for reflected BSDEs with interconnected obstacles math.PR · 2017 · author #1
  5. On the free boundary of an annuity purchase q-fin.MF · 2017 · author #1
  6. A Dynkin game on assets with incomplete information on the return math.PR · 2017 · author #1
  7. On Lipschitz continuous optimal stopping boundaries math.OC · 2017 · author #1
  8. The dividend problem with a finite horizon math.PR · 2016 · author #1
  9. Optimal Entry to an Irreversible Investment Plan with Non Convex Costs math.OC · 2016 · author #1
  10. Stochastic nonzero-sum games: a new connection between singular control and optimal stopping math.OC · 2016 · author #1
  11. Integral equations for Rost's reversed barriers: existence and uniqueness results math.PR · 2015 · author #1
  12. Nash equilibria of threshold type for two-player nonzero-sum games of stopping math.PR · 2015 · author #1
  13. From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding math.PR · 2015 · author #1
  14. A solvable two-dimensional singular stochastic control problem with non convex costs math.OC · 2014 · author #1
  15. On the optimal exercise boundaries of swing put options math.OC · 2014 · author #1
  16. Optimal Boundary Surface for Irreversible Investment with Stochastic Costs math.PR · 2014 · author #1
  17. A Non Convex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries math.OC · 2014 · author #1
  18. A note on the continuity of free-boundaries in finite-horizon optimal stopping problems for one dimensional diffusions math.OC · 2013 · author #1
  19. A Stochastic Partially Reversible Investment Problem on a Finite Time-Horizon: Free-Boundary Analysis math.OC · 2013 · author #1
  20. Analytical Pricing of American Bond Options in the Heath-Jarrow-Morton Model q-fin.PR · 2012 · author #2
  21. Wigner-function theory and decoherence of the quantum-injected optical parametric amplifier quant-ph · 2009 · author #3
  22. Experimental macroscopic coherence by phase-covariant cloning of a single photon quant-ph · 2007 · author #2
  23. Experimental test of the no signaling theorem quant-ph · 2007 · author #1

Mentions

  • 1508.05858 #1 · backfill · confidence 0.70 Tiziano De Angelis
  • 1508.03989 #1 · backfill · confidence 0.70 Tiziano De Angelis
  • 1505.02724 #1 · backfill · confidence 0.70 Tiziano De Angelis
  • 1411.2428 #1 · backfill · confidence 0.70 Tiziano De Angelis
  • 1407.6860 #1 · backfill · confidence 0.70 Tiziano De Angelis
  • 1406.4297 #1 · backfill · confidence 0.70 Tiziano De Angelis
  • 1405.2442 #1 · backfill · confidence 0.70 Tiziano De Angelis
  • 1305.1125 #1 · backfill · confidence 0.70 Tiziano De Angelis
  • 1303.6189 #1 · backfill · confidence 0.70 Tiziano De Angelis
  • 1212.0781 #2 · backfill · confidence 0.70 Tiziano De Angelis
  • 0905.0560 #3 · backfill · confidence 0.70 Tiziano De Angelis
  • 0707.4068 #2 · backfill · confidence 0.70 Tiziano De Angelis
  • 0705.1898 #1 · backfill · confidence 0.70 Tiziano De Angelis

Frequent Coauthors