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researcher

M. Chiarolla

7 papers hereh-index 11273 citations28 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author6

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • math.OC5
  • q-fin.MF1
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

activity
20112022
most citedIdentifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank-El Karoui Representation Theorem

2 citations · 2 across the 6 of their papers we have counts for

collaborators
Showing 2011Show all

1 paper · 1 filter

math.OC2011★ 2 cited

Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank-El Karoui Representation Theorem

Maria B. Chiarolla, Giorgio Ferrari

We study a stochastic, continuous time model on a finite horizon for a firm that produces a single good. We model the production capacity as an Ito diffusion controlled by a nondec…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.