Adriana Ocejo

Identifiers

• name variant Adriana Ocejo 0.60 · backfill

Papers (3)

1. Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms q-fin.PM · 2018 · author #1
2. Asian option as a fixed-point q-fin.PR · 2015 · author #1
3. Monotonicity of the value function for a two-dimensional optimal stopping problem math.PR · 2012 · author #3

Mentions

• 1510.08161 #1 · backfill · confidence 0.70 Adriana Ocejo
• 1208.3126 #3 · backfill · confidence 0.70 Adriana Ocejo

Frequent Coauthors

• Saul Jacka 1 shared papers
• Sigurd Assing 1 shared papers