◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

José-Luis Pérez

4 papers here

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

author position
  • first author1
  • middle author3

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.OC1
  • math.PR1
  • q-fin.MF1
  • q-fin.PR1
same name
  • José-Luis Pérez — 4 papers, h 5

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

activity
20172019
most citedOn optimal periodic dividend and capital injection strategies for spectrally negative Lévy models

2 citations · 2 across the 1 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2017★ 2 cited

On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models

Kei Noba, José-Luis Pérez, Kazutoshi Yamazaki +1

De Finetti's optimal dividend problem has recently been extended to the case dividend payments can only be made at Poisson arrival times. This paper considers the version with bail…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.