Erick Treviño Aguilar

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Person:265468

Available identifiers

zbMath Open aguilar.erick-trevinoMaRDI QIDQ265468

List of research outcomes





PublicationDate of PublicationType
A Note on Γ-Convergence of Monotone Functionals2023-07-21Paper
Convex duality for partial hedging of American options: continuous price processes2023-07-06Paper
Michael selections and Castaing representations with càdlàg functions2023-04-19Paper
Asymptotic connectedness of random interval graphs in a one dimensional data delivery problem2022-10-07Paper
Michael selections and Castaing representations with cadlag functions2022-04-10Paper
Angle distribution of two random chords in the disc: a sine law2021-10-11Paper
Stable stopping2021-08-05Paper
https://portal.mardi4nfdi.de/entity/Q58565112021-03-26Paper
A free-model characterization of the asymptotic certainty equivalent by the Arrow-Pratt index2019-11-20Paper
Angle distribution of two random chords in the disc: A sine law2019-11-13Paper
Convex integral functionals of cadlag processes2018-12-10Paper
The lower Snell envelope of smooth functions: an optional decomposition2018-05-11Paper
Semimartingale properties of the lower Snell envelope in optimal stopping under model uncertainty2017-04-05Paper
Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies2016-04-04Paper
Duality in a Problem of Static Partial Hedging under Convex Constraints2015-12-09Paper
An index for asymptotical behavior of adjusted sequences2015-02-06Paper
Convex risk measures: a selection of properties and its applications2014-09-09Paper
Characterization of the value process in robust efficient hedging2014-06-30Paper
Optimal stopping under model uncertainty and the regularity of lower Snell envelopes2014-01-17Paper
Real-valued conditional convex risk measures inLp(ℱ, R)2011-05-10Paper
EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA2011-02-02Paper
Robust efficient hedging for American options: The existence of worst case probability measures2010-01-06Paper
https://portal.mardi4nfdi.de/entity/Q33935652009-08-27Paper

Research outcomes over time

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