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2. Nash equilibria for dividend distribution with competition. (2023). Gensbittel, Fabien ; de Angelis, Tiziano ; Villeneuve, Stephane.
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   RePEc:tse:wpaper:128772.

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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. A Potential-theoretic Approach to Optimal Stopping in a Spectrally Lévy Model. (2025). Koike, Tomohiro ; Egami, Masahiko.
   In: Discussion papers.
   RePEc:kue:epaper:e-25-007.

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3. On the saddle point of a zero-sum stopper vs. singular-controller game. (2025). Bovo, Andrea ; de Angelis, Tiziano.
   In: Stochastic Processes and their Applications.
   RePEc:eee:spapps:v:182:y:2025:i:c:s0304414924002631.

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4. 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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5. Diffusion spiders: Green kernel, excessive functions and optimal stopping. (2024). Salminen, Paavo ; Lempa, Jukka ; Mordecki, Ernesto.
   In: Stochastic Processes and their Applications.
   RePEc:eee:spapps:v:167:y:2024:i:c:s0304414923002016.

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6. On a Merton Problem with Irreversible Healthcare Investment. (2024). Zhu, Shihao ; Ferrari, Giorgio.
   In: Center for Mathematical Economics Working Papers.
   RePEc:bie:wpaper:671.

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7. 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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8. 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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9. A new integral equation for Brownian stopping problems with finite time horizon. (2023). Christensen, Soren ; Fischer, Simon.
   In: Stochastic Processes and their Applications.
   RePEc:eee:spapps:v:162:y:2023:i:c:p:338-360.

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10. Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio.
    In: Center for Mathematical Economics Working Papers.
    RePEc:bie:wpaper:683.

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11. Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio.
    In: Papers.
    RePEc:arx:papers:2311.12169.

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12. On a Merton Problem with Irreversible Healthcare Investment. (2023). Zhu, Shihao ; Ferrari, Giorgio.
    In: Papers.
    RePEc:arx:papers:2212.05317.

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13. A change of variable formula with applications to multi-dimensional optimal stopping problems. (2023). de Angelis, Tiziano ; Cai, Cheng.
    In: Papers.
    RePEc:arx:papers:2104.05835.

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14. Fiscal stimulus as an optimal control problem. (2022). Zhou, Quan ; Ernst, Philip A ; Imerman, Michael B ; Shepp, Larry.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:150:y:2022:i:c:p:1091-1108.

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15. Irreversible reinsurance: A singular control approach. (2022). Yan, Tingjin ; Park, Kyunghyun ; Wong, Hoi Ying.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:107:y:2022:i:c:p:326-348.

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16. 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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17. 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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18. Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations. (2021). Pimentel, Rita ; Nunes, Claudia ; Oliveira, Carlos.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:130:y:2021:i:c:s0165188921000890.

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19. On a class of non-zero-sum stochastic differential dividend games with regime switching. (2021). Jin, Zhuo ; Li, Shuanming ; Chen, Ping ; Zhang, Jiannan.
    In: Applied Mathematics and Computation.
    RePEc:eee:apmaco:v:397:y:2021:i:c:s0096300321000047.

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20. Some results on optimally exercising American put options for time-inhomogeneous processes. (2021). Portugues, Eduardo Garcia ; D'Auria, Bernardo ; Guada, Abel.
    In: DES - Working Papers. Statistics and Econometrics. WS.
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21. On an Irreversible Investment Problem with Two-Factor Uncertainty. (2021). Ferrari, Giorgio ; Dammann, Felix.
    In: Center for Mathematical Economics Working Papers.
    RePEc:bie:wpaper:646.

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22. On an Irreversible Investment Problem with Two-Factor Uncertainty. (2021). Ferrari, Giorgio ; Dammann, Felix.
    In: Papers.
    RePEc:arx:papers:2103.08258.

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23. Optimal dividends and capital injection under dividend restrictions. (2020). Lindensjo, Kristoffer ; Lindskog, Filip.
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:92:y:2020:i:3:d:10.1007_s00186-020-00720-y.

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24. Optimal dividends with partial information and stopping of a degenerate reflecting diffusion. (2020). Angelis, Tiziano.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:24:y:2020:i:1:d:10.1007_s00780-019-00407-1.

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25. The monotone case approach for the solution of certain multidimensional optimal stopping problems. (2020). Christensen, Soren ; Irle, Albrecht.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:130:y:2020:i:4:p:1972-1993.

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26. Optimal Dividend Payout under Stochastic Discounting. (2020). Gozzi, Fausto ; Strasser, Ulf ; Mitzel, Norbert W ; Stammler, Hans-Georg ; Neumann, Beate.
    In: Center for Mathematical Economics Working Papers.
    RePEc:bie:wpaper:636.

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27. On the free boundary of an annuity purchase. (2019). stabile, gabriele ; Angelis, Tiziano.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:23:y:2019:i:1:d:10.1007_s00780-018-00379-8.

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28. A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty. (2019). Alvarez, Luis ; Christensen, Soren.
    In: Papers.
    RePEc:arx:papers:1907.04046.

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29. Optimal stopping for the exponential of a Brownian bridge. (2019). de Angelis, Tiziano ; Milazzo, Alessandro.
    In: Papers.
    RePEc:arx:papers:1904.00075.

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30. Optimal dividends with partial information and stopping of a degenerate reflecting diffusion. (2019). de Angelis, Tiziano.
    In: Papers.
    RePEc:arx:papers:1805.12035.

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31. An Optimal Dividend Problem with Capital Injections over a Finite Horizon. (2019). Schuhmann, Patrick ; Ferrari, Giorgio.
    In: Papers.
    RePEc:arx:papers:1804.04870.

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32. An Optimal Dividend Problem with Capital Injections over a Finite Horizon. (2018). Schuhmann, Patrick ; Ferrari, Giorgio.
    In: Center for Mathematical Economics Working Papers.
    RePEc:bie:wpaper:595.

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33. On the free boundary of an annuity purchase. (2018). stabile, gabriele ; de Angelis, Tiziano.
    In: Papers.
    RePEc:arx:papers:1707.09494.

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