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**19**.

De Angelis, T and Ekström, E
(2020)
*Playing with ghosts in a Dynkin game.*
Stochastic Processes and their Applications.
ISSN 0304-4149

De Angelis, T and Milazzo, A
(2020)
*Optimal stopping for the exponential of a Brownian bridge.*
Journal of Applied Probability, 57 (1).
pp. 361-384.
ISSN 0021-9002

De Angelis, T
(2020)
*Optimal dividends with partial information and stopping of a degenerate reflecting diffusion.*
Finance and Stochastics, 24 (1).
pp. 71-123.
ISSN 0949-2984

De Angelis, T, Gensbittel, F and Villeneuve, S
(2019)
*A Dynkin game on assets with incomplete information on the return.*
Mathematics of Operations Research.
ISSN 0364-765X
(In Press)

De Angelis, T and Peskir, G
(2019)
*Global C1 Regularity of the Value Function in Optimal Stopping Problems.*
Annals of Applied Probability.
ISSN 1050-5164
(In Press)

De Angelis, T, Ferrari, G and Moriarty, J
(2019)
*A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs.*
Mathematics of Operations Research, 44 (2).
pp. 512-531.
ISSN 0364-765X

De Angelis, T and Stabile, G
(2019)
*On Lipschitz Continuous Optimal Stopping Boundaries.*
SIAM Journal on Control and Optimization, 57 (1).
pp. 402-436.
ISSN 0363-0129

De Angelis, T and Stabile, G
(2019)
*On the free Boundary of an Annuity Purchase.*
Finance and Stochastics, 23 (1).
pp. 97-137.
ISSN 1432-1122

De Angelis, T and Ferrari, G
(2018)
*Stochastic nonzero-sum games: a new connection between singular control and optimal stopping.*
Advances in Applied Probability, 50 (2).
pp. 347-372.
ISSN 0001-8678

De Angelis, T
(2018)
*From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding.*
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 54 (2).
pp. 1098-1133.
ISSN 0246-0203

De Angelis, T, Ferrari, G and Moriarty, J
(2018)
*Nash equilibria of threshold type for two-player nonzero-sum games of stopping.*
Annals of Applied Probability, 28 (1).
pp. 112-147.
ISSN 1050-5164

De Angelis, T and Kitapbayev, Y
(2018)
*On the optimal exercise boundaries of swing put options.*
Mathematics of Operations Research, 43 (1).
pp. 252-274.
ISSN 0364-765X

De Angelis, T and Ekstrom, E
(2017)
*The dividend problem with a finite horizon.*
Annals of Applied Probability, 27 (6).
pp. 3525-3546.
ISSN 1050-5164

De Angelis, T, Federico, S and Ferrari, G
(2017)
*Optimal Boundary Surface for Irreversible Investment with Stochastic Costs.*
Mathematics of Operations Research, 42 (4).
pp. 1135-1161.
ISSN 0364-765X

De Angelis, T and Kitapbayev, Y
(2017)
*Integral equations for Rost's reversed barriers: existence and uniqueness results.*
Stochastic Processes and their Applications, 127 (10).
pp. 3447-3464.
ISSN 0304-4149

De Angelis, T, Ferrari, G, Martyr, R et al. (1 more author)
(2017)
*Optimal entry to an irreversible investment plan with non convex costs.*
Mathematics and Financial Economics, 11 (4).
pp. 423-454.
ISSN 1862-9679

De Angelis, T and Peskir, G
(2017)
*Optimal prediction of resistance and support levels.*
Applied Mathematical Finance, 23 (6).
pp. 465-483.
ISSN 1350-486X

De Angelis, T
(2015)
*A note on the continuity of free-boundaries in finite-horizon optimal stopping problems for one dimensional diffusions.*
SIAM Journal on Control and Optimization, 53 (1).
pp. 167-184.
ISSN 0036-1402

De Angelis, T and Ferrari, G
(2014)
*A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis.*
Stochastic Processes and their Applications, 124.
pp. 4080-4119.
ISSN 0304-4149