Daniel Hern\'andez-Hern\'andez

Identifiers

• name variant Daniel Hern\'andez-Hern\'andez 0.60 · backfill

Papers (4)

1. Periodic strategies in optimal execution with multiplicative price impact q-fin.MF · 2017 · author #1
2. Zero-sum stochastic differential games without the Isaacs condition: random rules of priority and intermediate Hamiltonians math.PR · 2016 · author #1
3. Robust utility maximization for L\'evy processes: Penalization and solvability q-fin.PM · 2012 · author #1
4. Characterization of the minimal penalty of a convex risk measure with applications to Levy processes math.PR · 2012 · author #1

Mentions

• 1206.0715 #1 · backfill · confidence 0.70 Daniel Hern\'andez-Hern\'andez
• 1205.3827 #1 · backfill · confidence 0.70 Daniel Hern\'andez-Hern\'andez

Frequent Coauthors

• Leonel P\'erez-Hern\'andez 2 shared papers
• Harold A. Moreno-Franco 1 shared papers
• Jos\'e Luis P\'erez 1 shared papers
• Mihai S\^irbu 1 shared papers