Engel John C. Dela Vega
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Person:2132536
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 |
|---|---|---|
| Fractional pseudo-Newton method and its use in the solution of a nonlinear system that allows the construction of a hybrid solar receiver (available as arXiv preprint) | N/A | Paper |
| Optimal ratcheting of dividends with irreversible reinsurance Insurance Mathematics & Economics | 2026-06-23 | Paper |
| Duality method for multidimensional nonsmooth constrained linear convex stochastic control Journal of Optimization Theory and Applications | 2026-01-22 | Paper |
| A stochastic control approach to bid-ask price modelling International Journal of Theoretical and Applied Finance | 2022-09-22 | Paper |
| Conditional coherent risk measures and regime-switching conic pricing Probability, Uncertainty and Quantitative Risk | 2022-06-03 | Paper |
| Backward stochastic differential equations with regime-switching and sublinear expectations Stochastic Processes and their Applications | 2022-04-28 | Paper |
Research outcomes over time
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