FEDERICO, SALVATORE
FEDERICO, SALVATORE
Dipartimento di Economia, Management e Metodi Quantitativi
A Pension Fund Model in the Accumulation Phase: a Stochastic Control Approach
2008-01-01 S. Federico
A stochastic control problem with delay arising in a pension fund model
2011-01-01 S. Federico
Characterization of the optimal boundaries in reversible investment problems
2014-01-01 S. Federico, H. Pham
COVID-19 and kidney transplantation: an Italian Survey and Consensus
2020-01-01 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
Dynamic programming for optimal control problems with delays in the control variable
2014-01-01 S. Federico, E. Tacconi
Explicit investment rules with time-to-build and uncertainty
2015-02-01 R. Aid, S. Federico, H. Pham, B. Villeneuve
Finite-dimensional representations for controlled diffusions with delay
2014-01-01 S. Federico, P. Tankov
HJB equations for the optimal control of differential equations with delays and state constraints, I : regularity of viscosity solutions
2010-01-01 S. Federico, G. B., G. F.
HJB equations for the optimal control of differential equations with delays and state constraints, II : verification and optimal feedbacks
2011-01-01 S. Federico, B. Goldys, F. Gozzi
Income drawdown option with minimum guarantee
2014-01-01 M. Di Giacinto, S. Federico, F. Gozzi, E. Vigna
On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term
2014-01-01 G. Fabbri, S. Federico
Optimal stopping of stochastic differential equations with delay driven by Levy Noise
2011-01-01 S. Federico, B.K. Oksendal
Pension funds with a minimum guarantee : a stochastic control approach
2011-01-01 M. Di Giacinto, S. Federico, F. Gozzi
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation
2015-04-01 S. Federico, P. Gassiat, F. Gozzi
Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset
2014-01-01 S. Federico, P. Gassiat