Leonel P\'erez-Hern\'andez
Identifiers
- name variant Leonel P\'erez-Hern\'andez 0.60 · backfill
Papers (2)
- Robust utility maximization for L\'evy processes: Penalization and solvability q-fin.PM · 2012 · author #2
- Characterization of the minimal penalty of a convex risk measure with applications to Levy processes math.PR · 2012 · author #2
Mentions
Frequent Coauthors
- Daniel Hern\'andez-Hern\'andez 2 shared papers