Harold A. Moreno-Franco

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Papers (3)

1. Periodic strategies in optimal execution with multiplicative price impact q-fin.MF · 2017 · author #2
2. HJB equations with gradient constraint associated with controlled jump-diffusion processes math.AP · 2017 · author #2
3. Solution to HJB equations with an elliptic integro-differential operator and gradient constraint math.OC · 2016 · author #1

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Frequent Coauthors

• Daniel Hern\'andez-Hern\'andez 1 shared papers
• Jos\'e Luis P\'erez 1 shared papers
• Mark Kelbert 1 shared papers