Oscar Lopez

Identifiers

• name variant Oscar Lopez 0.60 · backfill

Papers (2)

1. Jump-telegraph models for the short rate: pricing and convexity adjustments of zero coupon bonds q-fin.MF · 2019 · author #1
2. Martingale approach to optimal portfolio-consumption problems in Markov-modulated pure-jump models q-fin.PM · 2014 · author #1

Mentions

• 1406.3112 #1 · backfill · confidence 0.70 Oscar Lopez

Frequent Coauthors

• Alejandra Sanchez 1 shared papers
• Gerardo E. Oleaga 1 shared papers
• Rafael Serrano 1 shared papers