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Luis H. R. Alvarez E.
ORCID
Publication Activity (10 Years)
Years Active: 2017-2023
Publications (10 Years): 2
Top Topics
Finite Horizon
Optimal Stopping
Heavy Traffic
Stochastic Processes
Top Venues
Math. Methods Oper. Res.
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Publications
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Luis H. R. Alvarez E.
,
Wiljami Sillanpää
Optimal stopping and impulse control in the presence of an anticipated regime switch.
Math. Methods Oper. Res.
98 (2) (2023)
Luis H. R. Alvarez E.
,
Paavo Salminen
Timing in the presence of directional predictability: optimal stopping of skew Brownian motion.
Math. Methods Oper. Res.
86 (2) (2017)