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researcher

Joaquín Fontbona

3 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1
  • last author1

Across the 2 of 3 papers where every author was matched, so the position is known.

fields
  • math.OC1
  • math-ph1
  • math.PR1
ORCID 0000-0003-1653-6902

identity via Semantic Scholar / OpenAlex

most citedOn SDE associated with continuous-state branching processes conditioned to never be extinct

10 citations · 11 across the 3 of their papers we have counts for

collaborators
Showing math.OCShow all

1 paper · 1 filter

math.OC2014★ 1 cited

Robust utility maximization without model compactness

Julio Backhoff, Joaquín Fontbona

We formulate conditions for the solvability of the problem of robust utility maximization from final wealth in continuous time financial markets, without assuming weak compactness…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.