Giorgio Ferrari
Scholar

Giorgio Ferrari

Google Scholar ID: csiIhGIAAAAJ
Professor for Mathematical Finance
Singular Stochastic Optimal ControlOptimal Stopping and Free Boundary ProblemsMathematical FinanceStochastic GamesMean-F
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Citations & Impact
All-time
Citations
731
 
H-index
18
 
i10-index
26
 
Publications
20
 
Co-authors
0
 
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Publications
6 items
Latent Fragility and Clustered Withdrawals in Dynamic Banks Runs
2026
Cited
0
Optimal Consumption and Portfolio Choice with No-Borrowing Constraint in the Kim-Omberg Model
2026
Cited
0
Existence of Strong Randomized Equilibria in Mean-Field Games of Optimal Stopping with Common Noise
2025
Cited
0
Cooperation, Correlation and Competition in Ergodic N-player Games and Mean-field Games of Singular Controls: A Case Study
2024
Cited
3
Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning
Social Science Research Network · 2023
Cited
0
Singular Control in a Cash Management Model with Ambiguity
2023
Cited
0
Resume (English only)
Co-authors
0 total
Co-authors: 0 (list not available)