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An Optimal Multibarrier Strategy for a Singular Stochastic Control Problem with a State-Dependent Reward.
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- Applied Mathematics & Optimization, 2024, v. 90, n. 2, p. 1, doi. 10.1007/s00245-024-10176-9
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- Article
Optimal Bail-Out Dividend Problem with Transaction Cost and Capital Injection Constraint.
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- Risks, 2019, v. 7, n. 1, p. 13, doi. 10.3390/risks7010013
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- Article
On a mixed singular/switching control problem with multiple regimes.
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- Advances in Applied Probability, 2022, v. 54, n. 3, p. 743, doi. 10.1017/apr.2021.57
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- Article
Optimality of refraction strategies for a constrained dividend problem.
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- Advances in Applied Probability, 2019, v. 51, n. 3, p. 633, doi. 10.1017/apr.2019.32
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- Article
Periodic strategies in optimal execution with multiplicative price impact.
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- Mathematical Finance, 2019, v. 29, n. 4, p. 1039, doi. 10.1111/mafi.12208
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- Article
Solution to HJB Equations with an Elliptic Integro-Differential Operator and Gradient Constraint.
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- Applied Mathematics & Optimization, 2018, v. 78, n. 1, p. 25, doi. 10.1007/s00245-016-9397-6
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- Article
Dynamic portfolio strategies under a fully correlated jump-diffusion process.
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- Annals of Finance, 2019, v. 15, n. 3, p. 421, doi. 10.1007/s10436-019-00350-3
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- Article