Jose E. Figueroa-Lopez

Identifiers

• name variant Jose E. Figueroa-Lopez 0.60 · backfill

Papers (4)

1. Estimation of a noisy subordinated Brownian Motion via two-scales power variations math.ST · 2017 · author #1
2. The small-maturity smile for exponential Levy models q-fin.PR · 2011 · author #1
3. Dynamic Portfolio Optimization with a Defaultable Security and Regime Switching q-fin.PM · 2011 · author #2
4. State-dependent utility maximization in L\'evy markets q-fin.PM · 2009 · author #1

Mentions

• 1105.3180 #1 · backfill · confidence 0.70 Jose E. Figueroa-Lopez
• 1105.0042 #2 · backfill · confidence 0.70 Jose E. Figueroa-Lopez
• 0901.2070 #1 · backfill · confidence 0.70 Jose E. Figueroa-Lopez

Frequent Coauthors

• Agostino Capponi 1 shared papers
• Jin Ma 1 shared papers
• K. Lee 1 shared papers
• Martin Forde 1 shared papers