Salvatore Federico

University of Milan

Via Festa del Perdono, 7

Milan, 20122

Italy

SCHOLARLY PAPERS

2

DOWNLOADS

75

CITATIONS

2

Scholarly Papers (2)

1.

Explicit Investment Rules with Time-to-Build and Uncertainty

Journal of Economic Dynamics and Control, Vol. 51, pp. 240-256, 2015
Number of pages: 22 Posted: 25 Jun 2014 Last Revised: 09 May 2017
René Aïd, Salvatore Federico, Huyên Pham and Bertrand Villeneuve
Université Paris-Dauphine, University of Milan, Université Paris VII Denis Diderot and Université Paris-Dauphine, PSL Research University
Downloads 45 (403,458)

Abstract:

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optimal capacity; irreversible investments; singular stochastic control; time-to-build; delay equations

2.

On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment

Institute of Mathematical Economics Working Paper No. 509
Number of pages: 41 Posted: 26 Jun 2014 Last Revised: 05 Dec 2014
Tiziano De Angelis, Salvatore Federico and Giorgio Ferrari
University of Manchester, University of Milan and Bielefeld University - Center for Mathematical Economics
Downloads 30 (464,796)

Abstract:

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irreversible investment, singular stochastic control, optimal stopping, free-boundary problems, nonlinear integral equations