Erick Treviño Aguilar

Available identifiers

zbMath Open aguilar.erick-trevinoMaRDI QIDQ265468

List of research outcomes

Publication	Date of Publication	Type
A Note on Γ-Convergence of Monotone Functionals	2023-07-21	Paper
Convex duality for partial hedging of American options: continuous price processes	2023-07-06	Paper
Michael selections and Castaing representations with càdlàg functions	2023-04-19	Paper
Asymptotic connectedness of random interval graphs in a one dimensional data delivery problem	2022-10-07	Paper
Michael selections and Castaing representations with cadlag functions	2022-04-10	Paper
Angle distribution of two random chords in the disc: a sine law	2021-10-11	Paper
Stable stopping	2021-08-05	Paper
A Doob-Meyer decomposition under model ambiguity: the case of compactness	2021-03-26	Paper
A free-model characterization of the asymptotic certainty equivalent by the Arrow-Pratt index	2019-11-20	Paper
Angle distribution of two random chords in the disc: A sine law	2019-11-13	Paper
Convex integral functionals of cadlag processes	2018-12-10	Paper
The lower Snell envelope of smooth functions: an optional decomposition	2018-05-11	Paper
Semimartingale properties of the lower Snell envelope in optimal stopping under model uncertainty	2017-04-05	Paper
Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies	2016-04-04	Paper
Duality in a Problem of Static Partial Hedging under Convex Constraints	2015-12-09	Paper
An index for asymptotical behavior of adjusted sequences	2015-02-06	Paper
Convex risk measures: a selection of properties and its applications	2014-09-09	Paper
Characterization of the value process in robust efficient hedging	2014-06-30	Paper
Optimal stopping under model uncertainty and the regularity of lower Snell envelopes	2014-01-17	Paper
Real-valued conditional convex risk measures in \(L^p (\mathcal F, \mathbb R)\)	2011-05-10	Paper
Efficient hedging of European options with robust convex loss functionals: a dual-representation formula	2011-02-02	Paper
Robust efficient hedging for American options: the existence of worst case probability measures	2010-01-06	Paper
American options in incomplete markets: upper and lower Snell envelopes and robust partial hedging.	2009-08-27	Paper

Research outcomes over time

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