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Luz Rocío Sotomayor · Study

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Luz Rocío Sotomayor

2 works· latest 2011· 1 institutionscluster: provisional

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i102

Citations202

Works here2

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11

Most cited in this library

EXPLICIT SOLUTIONS OF CONSUMPTION‐INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING2009 · 144 citations
Classical and singular stochastic control for the optimal dividend policy when there is regime switching2011 · 58 citations

Works

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Classical and singular stochastic control for the optimal dividend policy when there is regime switching

Insurance Mathematics and Economics·2011·2 authors

58citations

EXPLICIT SOLUTIONS OF CONSUMPTION‐INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING

Mathematical Finance·2009·2 authors

144citations