Gerardo Hernandez-del-Valle

Available identifiers

Publication	Date of Publication	Type
On the heat equation with a moving boundary and applications to hitting times for Brownian motion	2024-04-18	Paper
On the zeros of the Pearcey integral and a Rayleigh-type equation	2018-04-16	Paper
Optimal Execution of Derivatives: A Taylor Expansion Approach	2017-11-22	Paper
Changes of measure and representations of the first hitting time of a Bessel process	2016-03-04	Paper
On hitting times, Bessel bridges and Schrödinger's equation	2014-02-04	Paper
On the First Time that a 3-D Bessel Bridge Hits a Boundary	2012-12-20	Paper
On the first time that an Ito process hits a barrier	2012-09-10	Paper
Airy-heat functions, Hermite and higher order Hermite generating functions	2010-09-05	Paper
A note on Schr\"odinger equation with linear potential and hitting times	2010-09-03	Paper
Schr\"odinger equation with linear potential and hitting times	2010-08-28	Paper
AN INTEGRAL EQUATION FOR THE DISTRIBUTION OF THE FIRST EXIT TIME OF A REFLECTED BROWNIAN MOTION	2010-01-21	Paper
On Schroedinger's equation, 3-dimensional bessel bridges, and passage time problems	2009-05-12	Paper
On the first passage time density of a continuous Martingale over a moving boundary	2009-05-12	Paper

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