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Luis H. R. Alvarez E.

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2023
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Luis H. R. Alvarez E., Wiljami Sillanpää:
Optimal stopping and impulse control in the presence of an anticipated regime switch. Math. Methods Oper. Res. 98(2): 205-230 (2023)
2017
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Luis H. R. Alvarez E., Paavo Salminen:
Timing in the presence of directional predictability: optimal stopping of skew Brownian motion. Math. Methods Oper. Res. 86(2): 377-400 (2017)

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