Oxford Rd. M13 9PL
Manchester
United Kingdom
University of Manchester
Environmental finance, socially responsible investing, ESG, impact investing
irreversible investment, singular stochastic control, optimal stopping, free-boundary problems, nonlinear integral equations
finite-fuel singular stochastic control, optimal stopping, free-boundary, smooth-fit, Hamilton-Jacobi-Bellman equation, irreversible investment
finite-fuel singular stochastic control, optimal stopping, free boundary, Hamilton-Jacobi-Bellmann equation, irreversible investment, electricity market
reversible investment, singular stochastic control, zero-sum optimal stopping games, free boundary problems, Skorokhod reflection problem