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Mauricio Junca

Identifiers

  • name variant Mauricio Junca 0.60 · backfill

Papers (10)

  1. Optimal bail-out dividends problem with transaction cost and capital injection constraint math.PR · 2018 · author #1
  2. Compressive sensing and truncated moment problems on spheres math.OC · 2017 · author #3
  3. A time of ruin constrained optimal dividend problem for spectrally one-sided L\'evy processes math.OC · 2016 · author #2
  4. Compressed sensing of data with a known distribution math.OC · 2016 · author #2
  5. Utility maximization in pure-jump models driven by marked point processes and nonlinear wealth dynamics q-fin.PM · 2014 · author #1
  6. Optimal dividend payment under time of ruin contraint: Exponential case math.OC · 2014 · author #2
  7. An $(\underline{s},\overline{s},S)$ optimal maintenance policy for systems subject to shocks and progressive deterioration math.OC · 2014 · author #1
  8. Optimal Maintenance Policy for a Compound Poisson Shock Model math.OC · 2012 · author #1
  9. Stochastic impulse control on optimal execution with price impact and transaction cost q-fin.TR · 2011 · author #1
  10. Optimal execution strategy in the presence of permanent price impact and fixed transaction cost q-fin.TR · 2010 · author #1

Mentions

  • 1007.0199 #1 · arxiv_oai · confidence 0.70 Mauricio Junca
  • 1411.1103 #1 · backfill · confidence 0.70 Mauricio Junca
  • 1410.3793 #2 · backfill · confidence 0.70 Mauricio Junca
  • 1409.5376 #1 · backfill · confidence 0.70 Mauricio Junca
  • 1208.1327 #1 · backfill · confidence 0.70 Mauricio Junca
  • 1103.3482 #1 · backfill · confidence 0.70 Mauricio Junca
  • 1007.0199 #1 · backfill · confidence 0.70 Mauricio Junca

Frequent Coauthors