Adriana Ocejo

Available identifiers

zbMath Open ocejo.adrianaMaRDI QIDQ681985

List of research outcomes

Publication	Date of Publication	Type
Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees	2022-07-07	Paper
Integral equation characterization of the Feynman-Kac formula for a regime-switching diffusion	2020-11-10	Paper
Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms	2019-03-06	Paper
Asian option as a fixed-point	2018-07-18	Paper
On the regularity of American options with regime-switching uncertainty	2018-02-13	Paper
Monotonicity of the value function for a two-dimensional optimal stopping problem	2014-08-06	Paper

Research outcomes over time

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