← All authors Erick Treviño Aguilar Universidad Nacional Autónoma de México (per OpenAlex) · ORCID · OpenAlex
16 papers in scope · 15 published · 2 on the econ.EM arXiv · 22 citations · h-index 3 (over the papers listed here)
Papers (1 of 16)
The Fourier estimator of volatility under coefficient explosions
published 2025 · Boletín de la Sociedad Matemática Mexicana
with LC Gonzalez
Convex integral functionals of càdlàg processes
published 2024 · Stochastic Processes and their Applications · 1 citations · first circulated 2018
with Ari-Pekka Perkkiö
A Network of two Markets, Correlations for Stocks in the S&P500 Index and Stocks Traded in the BMV
published 2023 · Revista Mexicana de Economía y Finanzas
Convex duality for partial hedging of American options: continuous price processes
published 2023 · Positivity · 2 citations
with Ari-Pekka Perkkiö
A Doob-Meyer decomposition under modelambiguity: the case of compactness
published 2021 · Latin American Journal of Probability and Mathematical Statistics
The interdependency structure in the Mexican stock exchange: A network approach
published 2020 · PLoS ONE · 5 citations
working paper 2020 · arXiv · 2 citations
The lower Snell envelope of smooth functions: an optional decomposition
published 2018 · Electronic Communications in Probability · 1 citations
Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies
published 2015 · Boletín de la Sociedad Matemática Mexicana · 2 citations
Market depth and the cross impact of prices
published 2015 · Estocástica Finanzas y Riesgo
Duality in a Problem of Static Partial Hedging under Convex Constraints
published 2015 · SIAM Journal on Financial Mathematics · 3 citations
An index for asymptotical behavior of adjusted sequences
published 2014 · Boletín de la Sociedad Matemática Mexicana
Characterization of the Value Process in Robust Efficient Hedging
published 2012
with Daniel Hernández-Hernández
Stable stopping
published 2012 · Statistics & Risk Modeling
EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA
published 2010 · Mathematical Finance · 4 citations
with Daniel Hernández-Hernández
Robust efficient hedging for American options: The existence of worst case probability measures
published 2009 · Statistics & Decisions · 2 citations
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