| Climate impact investing T De Angelis, P Tankov, OD Zerbib Management Science 69 (12), 7669-7692, 2023 | 223 | 2023 |
| Experimental realization of macroscopic coherence by phase-covariant cloning of a single photon E Nagali, T De Angelis, F Sciarrino, F De Martini Physical Review A—Atomic, Molecular, and Optical Physics 76 (4), 042126, 2007 | 77 | 2007 |
| Global C^1 regularity of the value function in optimal stopping problems T De Angelis, G Peskir The Annals of Applied Probability 30 (3), 1007-1031, 2020 | 76 | 2020 |
| Wigner-function theory and decoherence of the quantum-injected optical parametric amplifier N Spagnolo, C Vitelli, T De Angelis, F Sciarrino, F De Martini Physical Review A—Atomic, Molecular, and Optical Physics 80 (3), 032318, 2009 | 58 | 2009 |
| Stochastic nonzero-sum games: a new connection between singular control and optimal stopping T De Angelis, G Ferrari Advances in Applied Probability 50 (2), 347-372, 2018 | 55 | 2018 |
| A note on the continuity of free-boundaries in finite-horizon optimal stopping problems for one-dimensional diffusions T De Angelis SIAM Journal on Control and Optimization 53 (1), 167-184, 2015 | 49 | 2015 |
| Nash equilibria of threshold type for two-player nonzero-sum games of stopping T De Angelis, G Ferrari, J Moriarty The Annals of Applied Probability 28 (1), 112-147, 2018 | 44 | 2018 |
| Optimal boundary surface for irreversible investment with stochastic costs T De Angelis, S Federico, G Ferrari Mathematics of Operations Research 42 (4), 1135-1161, 2017 | 43* | 2017 |
| On Lipschitz continuous optimal stopping boundaries T De Angelis, G Stabile SIAM Journal on Control and Optimization 57 (1), 402-436, 2019 | 41 | 2019 |
| The dividend problem with a finite horizon T De Angelis, E Ekström The Annals of Applied Probability 27 (6), 3525-3546, 2017 | 41 | 2017 |
| A stochastic partially reversible investment problem on a finite time-horizon: Free-boundary analysis T De Angelis, G Ferrari Stochastic Processes and their Applications 124 (12), 4080-4119, 2014 | 38 | 2014 |
| Experimental test of the no-signaling theorem T De Angelis, E Nagali, F Sciarrino, F De Martini Physical review letters 99 (19), 193601, 2007 | 32 | 2007 |
| A nonconvex singular stochastic control problem and its related optimal stopping boundaries T De Angelis, G Ferrari, J Moriarty SIAM Journal on Control and Optimization 53 (3), 1199-1223, 2015 | 29 | 2015 |
| Optimal dividends with partial information and stopping of a degenerate reflecting diffusion T De Angelis Finance and Stochastics 24 (1), 71-123, 2020 | 28 | 2020 |
| A numerical scheme for stochastic differential equations with distributional drift T De Angelis, M Germain, E Issoglio Stochastic Processes and their applications 154, 55-90, 2022 | 25 | 2022 |
| Mean-field games of finite-fuel capacity expansion with singular controls L Campi, T De Angelis, M Ghio, G Livieri The Annals of Applied Probability 32 (5), 3674-3717, 2022 | 25 | 2022 |
| Dynkin games with incomplete and asymmetric information T De Angelis, E Ekström, K Glover Mathematics of Operations Research 47 (1), 560-586, 2022 | 23 | 2022 |
| A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs TD Angelis, G Ferrari, J Moriarty Mathematics of Operations Research 44 (2), 512-531, 2019 | 22 | 2019 |
| On the free boundary of an annuity purchase T De Angelis, G Stabile Finance and Stochastics 23 (1), 97-137, 2019 | 22 | 2019 |
| On the value of non-Markovian Dynkin games with partial and asymmetric information T De Angelis, N Merkulov, J Palczewski The Annals of Applied Probability 32 (3), 1774-1813, 2022 | 19 | 2022 |
