PROYECTOS REGIONALES
Project VA148G18
ANÁLISIS DE MODELOS MATEMÁTICOS CON APLICACIONES EN ECONOMÍA, FINANZAS Y BIOMEDICINA
date_range
Duration: from 05 June 2018 to 30 September 2020
(28 months)
Finished
euro
12,000.00 EUR
Of Regional scope. With a Public character.
Call:
APOYO DE LOS GRUPOS DE INVESTIGACIÓN RECONOCIDOS DE UNIVERSIDADES PÚBLICAS DE CASTILLA Y LEÓN A INICIAR EN EL 2018
(JUNTA DE CASTILLA Y LEÓN -CONSEJERÍA DE EDUCACIÓN)
Subprogram:
APOYO DE LOS GRUPOS DE INVESTIGACIÓN RECONOCIDOS DE UNIVERSIDADES PÚBLICAS DE CASTILLA Y LEÓN
Researchers
Publications related to the project
Show by type2021
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Copula-based analysis of multivariate dependence patterns between dimensions of poverty in Europe*
Review of Income and Wealth
-
Outliers and misleading leverage effect in asymmetric GARCH-type models
Studies in Nonlinear Dynamics and Econometrics
2020
-
Two new strategies for pricing freight options by means of a valuation pde and by functional bounds
Mathematics
-
Design of personalized cancer treatments by use of optimal control problems: The case of chronic myeloid leukemia
Mathematical Biosciences and Engineering
2019
-
Equilibrium strategies in a defined benefit pension plan game
European Journal of Operational Research
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Certainty equivalence principle in stochastic differential games: An inverse problem approach
Optimal Control Applications and Methods
2018
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Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance
Insurance: Mathematics and Economics