https://www.cimat.mx/wp-content/uploads/2021/04/transparent.png00Jean Paul Delaye Arredondohttps://www.cimat.mx/wp-content/uploads/2021/04/transparent.pngJean Paul Delaye Arredondo2021-03-23 20:34:052021-03-23 23:18:33Poisson equations associated with the Varadhan functional
https://www.cimat.mx/wp-content/uploads/2021/04/transparent.png00Jean Paul Delaye Arredondohttps://www.cimat.mx/wp-content/uploads/2021/04/transparent.pngJean Paul Delaye Arredondo2021-03-23 19:24:522021-03-23 23:18:36Games of singular control and stopping driven by spectrally one-sided Lévy processes
https://www.cimat.mx/wp-content/uploads/2021/04/transparent.png00Jean Paul Delaye Arredondohttps://www.cimat.mx/wp-content/uploads/2021/04/transparent.pngJean Paul Delaye Arredondo2021-03-23 19:24:322021-03-23 23:18:37A zero-sum game between a singular stochastic controller and a discretionary stopper
https://www.cimat.mx/wp-content/uploads/2021/04/transparent.png00Jean Paul Delaye Arredondohttps://www.cimat.mx/wp-content/uploads/2021/04/transparent.pngJean Paul Delaye Arredondo2021-03-23 19:24:322021-03-23 23:18:38Characterization of the value process in robust efficient hedging
https://www.cimat.mx/wp-content/uploads/2021/04/transparent.png00Jean Paul Delaye Arredondohttps://www.cimat.mx/wp-content/uploads/2021/04/transparent.pngJean Paul Delaye Arredondo2021-03-23 19:23:182021-03-23 23:18:39Sheu Shuenn-Jyi, Solution of the HJB equations involved in utility-based pricing