Leonel Pérez Hernández

Available identifiers

zbMath Open perez-hernandez.leonel-ramonMaRDI QIDQ740948

List of research outcomes

Publication	Date of Publication	Type
Prediction of electricity prices for non-regulated markets based on a power transformed mean reverting process	2024-07-29	Paper
Characterization of the Minimal Penalty of a Convex Risk Measure with Applications to Robust Utility Maximization for Lévy Models	2023-07-21	Paper
Convex risk measures: a selection of properties and its applications	2014-09-09	Paper
Stochastical methods in finance. I	2011-05-31	Paper
Stochastic methods in finance. II	2011-05-31	Paper
On the existence of an efficient hedge for an American contingent claim within a discrete time market	2007-12-19	Paper

Research outcomes over time

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