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Optimal dividend payout under stochastic discounting. (2022). Gozzi, Fausto ; de Angelis, Tiziano ; Ferrari, Giorgio ; Bandini, Elena.
In: Mathematical Finance.
RePEc:bla:mathfi:v:32:y:2022:i:2:p:627-677.

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  1. Uncertain Variational Inequalities Based on Chance Constraints. (2025). Chen, Qiqiong ; Wang, Xuhuan ; Feng, Xiaoliang ; Xu, Hong-Kun.
    In: Journal of Optimization Theory and Applications.
    RePEc:spr:joptap:v:206:y:2025:i:1:d:10.1007_s10957-025-02668-7.

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  2. On the Singular Control of a Diffusion and Its Running Infimum or Supremum. (2025). Ferrari, Giorgio ; Rodosthenous, Neofytos.
    In: Papers.
    RePEc:arx:papers:2501.17577.

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  3. Zero-sum stopper vs. singular-controller games with constrained control directions. (2024). de Angelis, Tiziano ; Palczewski, Jan ; Bovo, Andrea.
    In: Papers.
    RePEc:arx:papers:2306.05113.

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  4. A change of variable formula with applications to multi-dimensional optimal stopping problems. (2023). de Angelis, Tiziano ; Cai, Cheng.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:164:y:2023:i:c:p:33-61.

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  5. Optimal dividends under Markov-modulated bankruptcy level. (2022). Zhu, Shihao ; Schuhmann, Patrick ; Ferrari, Giorgio.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:106:y:2022:i:c:p:146-172.

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References

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