Julio Backhoff-Veraguas
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Stochastic control of optimized certainty equivalents SIAM Journal on Financial Mathematics | 2022-08-22 | Paper |
| Cournot-Nash equilibrium and optimal transport in a dynamic setting SIAM Journal on Control and Optimization | 2021-06-22 | Paper |
| Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control The Annals of Applied Probability | 2021-03-18 | Paper |
| Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control The Annals of Applied Probability | 2021-03-18 | Paper |
| Fundamental properties of process distances Stochastic Processes and their Applications | 2020-09-02 | Paper |
| On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration Mathematics and Financial Economics | 2020-06-18 | Paper |
Research outcomes over time
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