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Abel Cadenillas
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Abel Cadenillas
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연구실 :

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이메일 :
acadenil@ajou.ac.kr

연구관심분야 :
논문 및 연구활동
연구활동(주요논문)
  • [논문] Abel Cadenillas, Luz R. Sotomayor, Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs , STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES (May, 2013)
  • [논문] Abel Cadenillas, Michael Pinedo, Peter Lakner, Optimal production management when demand depends on the business cycle , OPERATIONS RESEARCH , pp.1 -17 (Mar, 2013)
  • [논문] Abel Cadenillas, L.R. Sotomayor, Classical and singular stochastic control for the optimal dividend policy when there is regime switching , Insurance: Mathematics and Economics , pp.344 -354 (May, 2011)
  • [논문] Abel Cadenillas, Peter Lakner, Michael Pinedo, Optimal Control of a Mean-Reverting Inventory , OPERATIONS RESEARCH , pp.1 -14 (Nov, 2010)
국제학술논문지
  • [논문] Abel Cadenillas, Luz R. Sotomayor, Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs , STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES (May, 2013)
  • [논문] Abel Cadenillas, Michael Pinedo, Peter Lakner, Optimal production management when demand depends on the business cycle , OPERATIONS RESEARCH , pp.1 -17 (Mar, 2013)
  • [논문] Abel Cadenillas, L.R. Sotomayor, Classical and singular stochastic control for the optimal dividend policy when there is regime switching , Insurance: Mathematics and Economics , pp.344 -354 (May, 2011)
  • [논문] Abel Cadenillas, Peter Lakner, Michael Pinedo, Optimal Control of a Mean-Reverting Inventory , OPERATIONS RESEARCH , pp.1 -14 (Nov, 2010)
국제학술발표
  • [학술회의] 구형건, Abel Cadenillas, 성재영, Alain Bensoussan, An Equilibrium Loan Contract Under Moral Hazard in Continuous-time , The First Asian Quantitative Finance Conference (Jan, 2013)
  • [학술회의] 구형건, Abel Cadenillas, 성재영, Alain Bensoussan, An Equilibrium Loan Contract Under Moral Hazard in Continuous-time , Analysis and Control of Stochastic Paritial Differential Equations (Dec, 2012)
저서 및 번역
  • [저서] 구형건, 배형옥, 심규철, Alain Bensoussan, 현종석, Zengjing Chen, Abel Cadenillas, 이기섭, Hoe, 성재영, Shanjian Tang, New Trends in Financial Engineering, Works under the Auspices of the World Class University Program of Ajou University (Aug, 2011)
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