Sfoglia per Autore
A Pension Fund Model in the Accumulation Phase: a Stochastic Control Approach
2008 S. Federico
HJB equations for the optimal control of differential equations with delays and state constraints, I : regularity of viscosity solutions
2010 S. Federico, G. B., G. F.
Pension funds with a minimum guarantee : a stochastic control approach
2011 M. Di Giacinto, S. Federico, F. Gozzi
A stochastic control problem with delay arising in a pension fund model
2011 S. Federico
Optimal stopping of stochastic differential equations with delay driven by Levy Noise
2011 S. Federico, B.K. Oksendal
HJB equations for the optimal control of differential equations with delays and state constraints, II : verification and optimal feedbacks
2011 S. Federico, B. Goldys, F. Gozzi
Income drawdown option with minimum guarantee
2014 M. Di Giacinto, S. Federico, F. Gozzi, E. Vigna
Characterization of the optimal boundaries in reversible investment problems
2014 S. Federico, H. Pham
Finite-dimensional representations for controlled diffusions with delay
2014 S. Federico, P. Tankov
On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term
2014 G. Fabbri, S. Federico
Dynamic programming for optimal control problems with delays in the control variable
2014 S. Federico, E. Tacconi
Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset
2014 S. Federico, P. Gassiat
Explicit investment rules with time-to-build and uncertainty
2015 R. Aid, S. Federico, H. Pham, B. Villeneuve
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation
2015 S. Federico, P. Gassiat, F. Gozzi
COVID-19 and kidney transplantation: an Italian Survey and Consensus
2020 F. Vistoli, L. Furian, U. Maggiore, R. Caldara, V. Cantaluppi, M. Ferraresso, G. Zaza, M. Cardillo, G. Biancofiore, F. Menichetti, A. Russo, E. Turillazzi, M. Di Paolo, G. Grandaliano, U. Boggi, G. Brunori, F. Petrini, F. Valenza, B. Lavezzo, D. Bonucchi, E. Capocasale, P. Grossi, C. Ponticelli, S. Sandrini, F.P. Schena, G. Segoloni, L. Biancone, L. Boschiero, P. Rigotti, G. Comai, N. Bossini, E. Minetti, G. Iaria, A. Ambrosini, P.G. Messa, G. Boscutti, M. Carmellini, F. Caputo, A. Ranghino, P. De Rosa, S. Federico, M. Veroux, C. Cirami, M. Nordio, F. Citterio, G.B. Piredda, R. Pretagostini, P. De Paolis, T. Rampino, F. Pisani, G. Cappelli, A. Secchi, P. Salis, F. Gastaldon, F. Mallamaci, L.D. Strologo, C. Taglioni, P. Teresa, L. Peruzzi, L. Gesualdo, E. Gotti, P. Feltracco, E. Paoletti
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