CHIAROLLA, MARIA
CHIAROLLA, MARIA
DIPARTIMENTO DI SCIENZE DELL'ECONOMIA
A Stochastic Continuous Time Model of Participating Policies with Surrender Option
2011-01-01 Chiarolla, Maria B.; Valdivia, Isabella
A unifying view on the irreversible investment exercise boundary in a stochastic, time-inhomogeneous capacity expansion problem
2022-01-01 Chiarolla, Maria B.
American Bond Options under CIR: analytical valuation and exercise boundary
2019-01-01 Aurelio, Francesca; Chiarolla, Maria B.
An Algorithm for Equilibrium in a Dynamic Stochastic Monetary Economy
2019-01-01 Chiarolla, Maria
An Analytical Study of Participating Policies with Minimum Rate Guarantee and Surrender Option
2022-01-01 Chiarolla, Maria B; De Angelis, Tiziano; Stabile, Gabriele
Analytical Pricing of American Put Options on a Zero Coupon Bond in the Heath-Jarrow-Morton Model
2015-01-01 Chiarolla, Maria B.; De Angelis, Tiziano
Controlling Inflation: the infinite horizon case
2000-01-01 Chiarolla, Maria B.; Haussmann, Ulrich G.
Equilibrium in a Production Economy
2011-01-01 Chiarolla, Maria; Haussmann Ulrich, G.
Equilibrium in a Stochastic Dynamic Economy: a Fixed Point Problem in the Meyer-Zheng Topology
2018-01-01 Chiarolla, Maria B.; Ferrari, Giorgio; Haussmann, Ulrich G.
Equilibrium in a Stochastic Economy with Irreversible Investment and Money
2011-01-01 Chiarolla, Maria B.; Haussmann, Ulrich G.
Equilibrium in a Stochastic Model with Consumption, Wages and Investment
2001-01-01 Chiarolla, Maria B.; Haussmann, Ulrich G.
Erratum
2006-01-01 Chiarolla, Maria; Haussmann Ulrich, G.
Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold
2005-01-01 Chiarolla, Maria B.; Haussmann, Ulrich G.
GENERALIZED KUHN-TUCKER CONDITIONS FOR N-FIRM STOCHASTIC IRREVERSIBLE INVESTMENT UNDER LIMITED RESOURCES
2013-01-01 Chiarolla, Maria; Ferrari, Giorgio; Riedel, Frank
Hydropower Generation in Renewable Energy Markets: a Singular Stochastic Control Problem
2019-01-01 Chiarolla, Maria; De Angelis, Simone
IDENTIFYING THE FREE BOUNDARY OF A STOCHASTIC, IRREVERSIBLE INVESTMENT PROBLEM VIA THE BANK-EL KAROUI REPRESENTATION THEOREM
2014-01-01 Chiarolla, Maria; Ferrari, Giorgio
Multivariable Utility Functions
2009-01-01 Chiarolla, Maria B.; Haussmann, Ulrich G.
ON A STOCHASTIC, IRREVERSIBLE INVESTMENT PROBLEM
2009-01-01 Chiarolla, Maria B.; Haussmann, Ulrich G.
On the Free Boundary Arising in a Model of Participating Policies with Surrender Option
2013-01-01 Chiarolla, Maria B.; De Angelis, Tiziano; Valdivia, Isabella
On the Lack of Optimal Classical Stochastic Controls in a Capacity Expansion Problem
2019-01-01 Chiarolla, Maria B.