◍wovepaper
SearchResearchersInstitutions
Sign in
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 2014Show all

1 paper · 1 filter

math.OC2014

Optimal Dynamic Procurement Policies for a Storable Commodity with Lévy Prices and Convex Holding Costs

Maria B. Chiarolla, Giorgio Ferrari, Gabriele Stabile

In this paper we study a continuous time stochastic inventory model for a commodity traded in the spot market and whose supply purchase is affected by price and demand uncertainty.…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.