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José-Luis Pérez

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Journal Articles

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2021
[j6]
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  - journals/siamfm/LopezPY21
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  - https://dblp.org/rec/journals/siamfm/LopezPY21
Dante Mata López, José-Luis Pérez, Kazutoshi Yamazaki:
Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models. SIAM J. Financial Math. 12(3): 1112-1149 (2021)
2020
[j5]
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Kei Noba, José-Luis Pérez, Xiang Yu:
On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models. SIAM J. Control. Optim. 58(2): 1049-1076 (2020)
[j4]
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José-Luis Pérez, Kazutoshi Yamazaki, Alain Bensoussan:
Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes. SIAM J. Control. Optim. 58(6): 3428-3456 (2020)
2018
[j3]
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Kei Noba, José-Luis Pérez, Kazutoshi Yamazaki, Kouji Yano:
On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models. J. Appl. Probab. 55(4): 1272-1286 (2018)
[j2]
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José-Luis Pérez, Kazutoshi Yamazaki, Xiang Yu:
On the Bail-Out Optimal Dividend Problem. J. Optim. Theory Appl. 179(2): 553-568 (2018)
2016
[j1]
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  - journals/siamco/Hernandez-Hernandez16
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Daniel Hernández-Hernández, José-Luis Pérez, Kazutoshi Yamazaki:
Optimality of Refraction Strategies for Spectrally Negative Lévy Processes. SIAM J. Control. Optim. 54(3): 1126-1156 (2016)

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