Di Giacinto M.; Federico S.; Gozzi F.; Vigna E., Income drawdown option with minimum guarantee, «EUROPEAN JOURNAL OF OPERATIONAL RESEARCH», 2014, 234, pp. 610 - 624 [Scientific article]
Federico S.; Gassiat P., Viscosity Characterization of the Value Function of an Investment-Consumption Problem in Presence of an Illiquid Asset, «JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS», 2014, 160, pp. 966 - 991 [Scientific article]
Federico S., A stochastic control problem with delay arising in a pension fund model, «FINANCE AND STOCHASTICS», 2011, 15, pp. 421 - 459 [Scientific article]
Federico S.; Goldys B.; Gozzi F., HJB equations for the optimal control of differential equations with delays and state constraints, ii: Verification and optimal feedbacks, «SIAM JOURNAL ON CONTROL AND OPTIMIZATION», 2011, 49, pp. 2378 - 2414 [Scientific article]
Federico S.; Oksendal B.K., Optimal Stopping of Stochastic Differential Equations with Delay Driven by Lévy Noise, «POTENTIAL ANALYSIS», 2011, 34, pp. 181 - 198 [Scientific article]
Di Giacinto M.; Federico S.; Gozzi F., Pension funds with a minimum guarantee: A stochastic control approach, «FINANCE AND STOCHASTICS», 2011, 15, pp. 297 - 342 [Scientific article]
Federico S.; Goldys B.; Gozzi F., HJB equations for the optimal control of differential equations with delays and state constraints, I: Regularity of viscosity solutions, «SIAM JOURNAL ON CONTROL AND OPTIMIZATION», 2010, 48, pp. 4910 - 4937 [Scientific article]
federico, salvatore, A pension fund in the accumulation phase: a stochastic control approach, in: Advances in mathematics of finance, Banach center publications, 2008, pp. 61 - 83 (atti di: II general amamef conference, Bedlewo, 30/04/2007 - 5/5/2007) [Contribution to conference proceedings]
