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Daniel Hernández Hernández

Daniel Hernández Hernández

Centro de Investigación en Matemáticas - Guanajuato / Mexico
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 655548
Mathematics Research Center
person_outline Daniel Hernández Hernández's MOST POPULAR ARTICLES
1-) An optimal consumption model with stochastic volatility Finance and Stochastics 7 (2), 245-262, 2003
2-) Risk sensitive control of Markov processes in countable state space Systems and Control Letters 29 (01), 147-155, 1996
3-) Risk sensitive Markov decision processes Systems and control in the twenty-first century, 263-279, 1997
4-) Risk-sensitive control of finite state machines on an infinite horizon I SIAM Journal on Control and Optimization 35 (5), 1790-1810, 1997
5-) Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management Mathematical Methods of Operations Research 50 (2), 167-188, 1999