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A characterization of the optimal average cost via the Arrow-Pratt sensitivity function

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Hernández Hernández Daniel

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Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption

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Hernández Hernández Daniel

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Optimality of refraction strategies for spectrally negative Lévy processes

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Hernández Hernández Daniel, Pérez Garmendia José Luis Ángel

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Characterization of the minimal penalty of a convex risk measure with applications to robust optimization for Lévy processes

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Hernández Hernández Daniel

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