The following pages link to Harold A. Moreno-Franco (Q1670366):
Displaying 7 items.
- Solution to HJB equations with an elliptic integro-differential operator and gradient constraint (Q1670367) (← links)
- (Q1742705) (redirect page) (← links)
- A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706) (← links)
- Dynamic portfolio strategies under a fully correlated jump-diffusion process (Q2334411) (← links)
- On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes (Q2695946) (← links)
- Optimality of refraction strategies for a constrained dividend problem (Q5203951) (← links)
- Periodic strategies in optimal execution with multiplicative price impact (Q5204850) (← links)