3 papers
econ.EM2020
Does Subjective Well-being Contribute to Our Understanding of Mexican Well-being?
Jeremy Heald, Erick Treviño Aguilar
The article reviews the history of well-being to gauge how subjective question surveys can improve our understanding of well-being in Mexico. The research uses data at the level of…
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…
q-fin.RM2009
Monitoring dates of maximal risk
Erick Trevino Aguilar
Monitoring means to observe a system for any changes which may occur over time, using a monitor or measuring device of some sort. In this paper we formulate a problem of monitoring…