Research

Published papers

• 1. BOVO, A., DE ANGELIS, T. AND ISSOGLIO, E. (2024)
     Variational inequalities on unbounded domains for zero-sum singular-controller vs. stopper games. To appear in Mathematics of Operations Research. [link to Journal article] [ArXiv]

     1. 1. BOVO, A., DE ANGELIS, T. AND PALCZEWSKI, J. (2024)
           Zero-sum stopper vs. singular-controller games with constrained control directions. To appear in SIAM Journal on Control and Optimization. [ArXiv]

Papers under review

1. BOVO, A., DE ANGELIS, T. AND PALCZEWSKI, J. (2023)
   Stopper vs. singular-controller games with degenerate diffusions. [ArXiv]

2. BOVO, A. AND DE ANGELIS, T. (2024)
   On the saddle point of a zero-sum stopper vs. singular-controller game. [ArXiv]

Pre-print

1. BOVO, A. AND DE ANGELIS, T. (2024+)
   Stopper vs. singular-controller games on the half-line.

PhD Thesis

1. BOVO, A. (2022)
   Stopper vs. Singular-Controller Games. PhD Thesis. PDF 

Talks

1. Conference, 'Fourth Italian Meeting On Probability And Mathematical Statistics' in Rome, Jun 2024

2. Workshop '25th Workshop on Quantitative Finance' in Bologna, Apr 2024

3. Conference 'Young Researchers in Stochastic Control and Games' in Bielefeld, Dec 2023 (Invited)

4. Conference '11th General AMaMeF Conference' in Bielefeld, Jun 2023

5. Torino-Bath Workshop in Applied Probability and Mathematical Statistics, Torino, Jun 2023

6. Conference 'Third Italian Meeting On Probability And Mathematical Statistics' in Bologna, Jun 2022

7. Workshop 'Stochastic Games and Martingale Optimal Transport' in Milan, May 2022

8. Workshop '13th International Workshop on Stochastic Models and Control' in Lübeck-Travemünde, Mar 2022

9. Conference '10th General AMaMeF Conference' in Padova (online), Jun 2021

10. Second 'Stochastics and Actuarial workshop - Liverpool, Leeds and York (SALLY)' in Leeds (online), Jun 2021

11. Conference '13th European Summer School in Financial Mathematics' in Vienna (online), Sep 2020