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List of works by Tiziano De Angelis

A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries

A Note on the Continuity of Free-Boundaries in Finite-Horizon Optimal Stopping Problems for One-Dimensional Diffusions ⬇️

A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs

article published in 2018

A stochastic partially reversible investment problem on a finite time-horizon: Free-boundary analysis ⬇️

Analytical pricing of American Put options on a Zero Coupon Bond in the Heath–Jarrow–Morton model

Experimental realization of macroscopic coherence by phase-covariant cloning of a single photon

Experimental test of the no-signaling theorem

scientific article published on 7 November 2007

Integral equations for Rost’s reversed barriers: Existence and uniqueness results ⬇️

scholarly article by Tiziano De Angelis & Yerkin Kitapbayev published October 2017 in Stochastic Processes and their Applications

On Lipschitz Continuous Optimal Stopping Boundaries

On the Optimal Exercise Boundaries of Swing Put Options ⬇️

Optimal Stopping of a Hilbert Space Valued Diffusion: An Infinite Dimensional Variational Inequality

Optimal entry to an irreversible investment plan with non convex costs ⬇️

Optimal stopping for the exponential of a Brownian bridge

scientific article published in 2020

Wigner-function theory and decoherence of the quantum-injected optical parametric amplifier

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