3 papers
econ.EM2023
The learning effects of subsidies to bundled goods: a semiparametric approach
Luis Alvarez, Ciro Biderman
Can temporary subsidies to bundles induce long-run changes in demand due to learning about the quality of one of the constituent goods? This paper provides theoretical support and…
q-fin.MF2019
The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts
Luis H. R. Alvarez E., Sören Christensen
We consider the impact of ambiguity on the optimal timing of a class of two-dimensional integral option contracts when the exercise payoff is a positively homogeneous measurable fu…
math.PR2017
Expected Supremum Representation of a Class of Single Boundary Stopping Problems
Luis H. R. Alvarez E., Pekka Matomäki
We consider the representation of the value of a class of optimal stopping problems of linear diffusions in a linearized form as an expected supremum of a known function. We establ…