211 citations
- Universidad Nacional Autónoma de MéxicoMX29 papers
- Secretaría de Ciencia, Humanidades, Tecnología e InnovaciónMX19 papers
- Centre National de la Recherche ScientifiqueFR18 papers
- Universidad de Los AndesCO7 papers
- Unité de Mathématiques Pures et AppliquéesFR6 papers
- University of BathGB6 papers
- University of HelsinkiFI6 papers
- École Normale Supérieure de LyonFR5 papers
- École PolytechniqueFR5 papers
- Hokkaido UniversityJP5 papers
- Kansai UniversityJP5 papers
- Universidad Nacional de ColombiaCO5 papers
Showing 2020 · math.OCShow all
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math.OC2020★ 1 cited
When optimal is not the best: cost effectiveness analysis for HPV epidemic models
Fernando Saldaña, José Ariel Camacho-Gutíerrez, Ignacio Barradas +1
This paper aims to evaluate the potential cost-effectiveness of healthcare interventions against human papillomavirus (HPV). For this, we consider a two-sex epidemic model for the…
math.OC2020
Double continuation regions for American options under Poisson exercise opportunities
Zbigniew Palmowski, José Luis Pérez, Kazutoshi Yamazaki
We consider the Lévy model of the perpetual American call and put options with a negative discount rate under Poisson observations. Similar to the continuous observation case as in…