no code implementations • 26 Feb 2024 • Felix Dammann, Giorgio Ferrari
This paper proposes and analyzes a stationary equilibrium model for a competitive industry which endogenously determines the carbon price necessary to achieve a given emission target.
no code implementations • 5 Dec 2023 • An Chen, Giorgio Ferrari, Shihao Zhu
In contrast, in the second scenario with a controlled bequest amount, regardless of $\gamma$ values, immediate life insurance purchase proves to be optimal.
no code implementations • 21 Sep 2023 • Arnon Archankul, Giorgio Ferrari, Tobias Hellmann, Jacco J. J. Thijssen
We consider a singular control model of cash reserve management, driven by a diffusion under ambiguity.
no code implementations • 21 Feb 2022 • Felix Dammann, Giorgio Ferrari
We study an optimal liquidation problem with multiplicative price impact in which the trend of the asset's price is an unobservable Bernoulli random variable.
no code implementations • 15 Mar 2021 • Felix Dammann, Giorgio Ferrari
This investment problem is set as a two-dimensional optimal stopping problem.
no code implementations • 2 Feb 2021 • Simona Achilli, Nguyen H. Le, Guido Fratesi, Nicola Manini, Giovanni Onida, Marco Turchetti, Giorgio Ferrari, Takahiro Shinada, Takashi Tanii, Enrico Prati
The combination of our model with the single-ion implantation method enables future research for the engineering of GeV complexes towards the creation of spatially controllable individual defects in silicon for applications in quantum information technologies.
Materials Science
no code implementations • 17 Dec 2020 • Paolo Falbo, Giorgio Ferrari, Giorgio Rizzini, Maren Diane Schmeck
Moreover, we study the effect of traffic bans and incentive on the expected optimal switching time.
no code implementations • 24 Feb 2017 • Ramin M. Hasani, Giorgio Ferrari, Hideaki Yamamoto, Sho Kono, Koji Ishihara, Soya Fujimori, Takashi Tanii, Enrico Prati
At such an intermediate scale, the firing activity in the microcircuits is governed by collective effects emerging by the background noise soliciting spontaneous firing, the degree of mutual connections between the neurons, and the topology of the connections.