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Erick Treviño Aguilar

1 paper here

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author position
  • sole author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.CP1
ORCID 0000-0002-2543-8469
same name
  • Erick Treviño Aguilar — 1 paper

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

collaborators

1 paper

q-fin.CP2009

T-Systems and the lower Snell envelope

Erick Trevino Aguilar

The dynamical analysis of American options has motivated the development of robust versions of the classical Snell envelopes. The cost of superhedging an American option is charact…

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