publicaciones seleccionadas artículo académico Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics 2021-3-1 Optimal control of investment, premium and deductible for a non-life insurance company 2021-11-1 PORTFOLIO ALLOCATION in A LEVY-TYPE JUMP-DIFFUSION MODEL with NONLIFE INSURANCE RISK 2021-1-1 Martingale approach to optimal portfolio-consumption problems in Markov-modulated pure-jump models 2015-4-3 A note on space–time Hölder regularity of mild solutions to stochastic cauchy problems in Lp-spaces 2015-11-1 On the LP formulation in measure spaces of optimal control problems for jump-diffusions 2015-11-1 Backward Ornstein-Uhlenbeck Transition Operators and Mild Solutions of Non-Autonomous Hamilton-Jacobi Equations in Banach Spaces 2014-1-1 An alternative proof of the Aubin-Lions lemma 2013-9-1 Optimal relaxed control of dissipative stochastic partial differential equations in Banach spaces 2013-1-1 documento de trabajo DYNAMIC PROGRAMMING FOR STOCHASTIC TARGET PROBLEMS, VISCOSITY SOLUTIONS AND HEDGING IN MARKETS WITH PORTFOLIO CONSTRAINTS AND LARGE INVESTORS 2014-1-1 ECUACIONES DIFERENCIALES ESTOCÁSTICAS CON CONDICIÓN FINAL Y SOLUCIONES DE VISCOSIDAD DE EDPS SEMILINEALES DE SEGUNDO ORDEN 2014-1-1
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