PhD in Mathematics for Economic-Financial Applications, Sapienza University of Rome 2012
Optimal Stopping, Singular Stochastic Control, Free-boundary Problems, Stochastic Games, Mathematical Finance, Energy Markets
Associate professor in Probability and Statistics (Dept. ESOMAS)
- Nash equilibria of threshold type for two-player nonzero-sum games of stopping, De Angelis T., Ferrari G., Moriarty J., 2018, Annals of Applied Probability, 28 (1), pp. 112-147.
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion, De Angelis T., 2020, Finance and Stochastics, 24(1), pp. 71-123.
- Global C1 regularity of the value function in optimal stopping problems, De Angelis T., Peskir G., 2020, Annals of Applied Probability, 30 (3), pp. 1007-1031.