Luz R. Sotomayor

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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!

PublicationDate of PublicationType
Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs
Stochastics
2014-04-17Paper
Classical and singular stochastic control for the optimal dividend policy when there is regime switching
Insurance Mathematics & Economics
2011-08-01Paper
EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING
Mathematical Finance
2009-08-28Paper


Research outcomes over time


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