Luis H. R. Alvarez E.

Publication Activity (10 Years)

Years Active: 2017-2023
Publications (10 Years): 2

Top Topics

Optimal Stopping

Stochastic Processes

Top Venues

Math. Methods Oper. Res.

Publications

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)