Adriana Ocejo

MaRDI QIDQ681985zbMATH OpenFDO

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
Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees Methodology and Computing in Applied Probability	2022-07-07	Paper
Integral equation characterization of the Feynman-Kac formula for a regime-switching diffusion Results in Applied Mathematics	2020-11-10	Paper
Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms Nonlinear Analysis. Hybrid Systems	2019-03-06	Paper
Asian option as a fixed-point Journal of Fixed Point Theory and Applications	2018-07-18	Paper
On the regularity of American options with regime-switching uncertainty Stochastic Processes and their Applications	2018-02-13	Paper
On the regularity of American options with regime-switching uncertainty Stochastic Processes and their Applications	2018-02-13	Paper
Monotonicity of the value function for a two-dimensional optimal stopping problem The Annals of Applied Probability	2014-08-06	Paper
Monotonicity of the value function for a two-dimensional optimal stopping problem The Annals of Applied Probability	2014-08-06	Paper

Research outcomes over time

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