José-Luis Pérez

Publication Activity (10 Years)

Years Active: 2016-2021
Publications (10 Years): 6

Top Topics

Inventory Models

Additive Models

Base Stock Policies

Optimal Strategy

Top Venues

SIAM J. Control. Optim.

J. Appl. Probab.

J. Optim. Theory Appl.

SIAM J. Financial Math.

Publications

Dante Mata López, José-Luis Pérez, Kazutoshi Yamazaki
Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models. SIAM J. Financial Math. 12 (3) (2021)
Kei Noba, José-Luis Pérez, Xiang Yu
On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models. SIAM J. Control. Optim. 58 (2) (2020)
José-Luis Pérez, Kazutoshi Yamazaki, Alain Bensoussan
Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes. SIAM J. Control. Optim. 58 (6) (2020)
Kei Noba, José-Luis Pérez, Kazutoshi Yamazaki, Kouji Yano
On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models. J. Appl. Probab. 55 (4) (2018)
José-Luis Pérez, Kazutoshi Yamazaki, Xiang Yu
On the Bail-Out Optimal Dividend Problem. J. Optim. Theory Appl. 179 (2) (2018)
Daniel Hernández-Hernández, José-Luis Pérez, Kazutoshi Yamazaki
Optimality of Refraction Strategies for Spectrally Negative Lévy Processes. SIAM J. Control. Optim. 54 (3) (2016)