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Julio D. Backhoff Veraguas

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Journal Articles

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2022
[j4]
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  - journals/siamfm/VeraguasRT22
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Julio D. Backhoff Veraguas, A. Max Reppen, Ludovic Tangpi:
Stochastic Control of Optimized Certainty Equivalents. SIAM J. Financial Math. 13(3): 745-772 (2022)
2021
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Beatrice Acciaio, Julio D. Backhoff Veraguas, Junchao Jia:
Cournot-Nash Equilibrium and Optimal Transport in a Dynamic Setting. SIAM J. Control. Optim. 59(3): 2273-2300 (2021)
2019
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Beatrice Acciaio, Julio D. Backhoff Veraguas, René Carmona:
Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective. SIAM J. Control. Optim. 57(6): 3666-3693 (2019)
2016
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Julio D. Backhoff Veraguas, Joaquín Fontbona:
Robust Utility Maximization without Model Compactness. SIAM J. Financial Math. 7(1): 70-103 (2016)

Informal and Other Publications

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2018
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Gonzalo Rios, Julio D. Backhoff Veraguas, Joaquín Fontbona, Felipe A. Tobar:
Bayesian Learning with Wasserstein Barycenters. CoRR abs/1805.10833 (2018)

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