Optimal consumption and portfolio rules when the asset price is driven by a time-inhomogeneous Markov modulated fractional Brownian motion with multiple Poisson jumps BV Jiménez, FV Martínez Economics Bulletin 37 (1), 314-326, 2017 | 13 | 2017 |
Optimal consumption and portfolio decisions when the risky asset is driven by a time-inhomogeneous Markov modulated diffusion process B Vallejo-Jiménez, F Venegas-Martínez, YV Soriano-Morales International Journal of Pure and Applied Mathematics 104 (2), 353-362, 2015 | 6 | 2015 |
Determination of the equilibrium expansion rate of money when money supply is driven by a time-homogeneous Markov modulated jump diffusion process YV Soriano-Morales, F Venegas-Martínez, B Vallejo-Jiménez Economics Bulletin 35 (4), 2, 2015 | 5 | 2015 |
Impact of the degree of relative risk aversion, the interest rate and the exchange rate depreciation on economic welfare in a small open economy YV Soriano-Morales, B Vallejo-Jiménez, F Venegas-Martínez | 3 | 2017 |
Simulating Portfolio Decisions under Uncertainty When the Risky Asset and Short Rate Are Modulated by an Inhomogeneous and Asset-Dependent Markov Chain B Vallejo-Jiménez, F Venegas-Martínez, OV De la Torre-Torres, ... Mathematics 10 (16), 2926, 2022 | 1 | 2022 |
Evaluation of portfolio decision improvements by Markov modulated diffusion processes: a Shapley value approach B Vallejo-Jimenez, MA Garcia-Meza Frontiers of Dynamic Games: Game Theory and Management, St. Petersburg, 2018 …, 2019 | 1 | 2019 |
Trade Patterns in Food Imports to China: Commodities, Trends, and Shifts (1992-2020) R Castellanos-Curiel, B Vallejo-Jiménez México y la Cuenca del Pacífico 12 (35), 55-78, 2023 | | 2023 |
Special Conditions of the Teaching-learning Process of International Business Taught Entirely in English in a Mexican Environment RC Curiel, BV Jiménez Empirical studies in multilingualism: Analysing Contexts and Outcomes, 231-264, 2019 | | 2019 |
Impacto del grado de aversion relativa al riesgo, la tasa de interes y la tasa de depreciacion del tipo de cambio en el bienestar economico en una economia pequena y abierta. YV Soriano-Morales, B Vallejo-Jiménez, F Venegas-Martínez Panorama Economica 13 (25), 7-25, 2017 | | 2017 |
Consumption, Leisure an Real Balances Optimal Decisions: A Rational Consumer Approach YV Soriano-Morales, B Vallejo-Jiménez, F Venegas-Martínez Sección de Estudios de Posgrado e Investigación de la Escuela Superios de …, 2017 | | 2017 |
Trade Patterns in Food Imports to China: Commodities, Trends, and Shifts (1992-2020) Patrones comerciales en las importaciones de alimentos a China: productos, tendencias y … R Castellanos-Curiel, B Vallejo-Jiménez | | |
Consumption and portfolio decisions: pricing derivates with Markov-modulated jump diffusion processes B Vallejo Jiménez | | |
Generación de curvas y superficies de volatilidad implícita con parámetros de volatilidad estocástica calibrados con funciones de pérdida y evolución diferencial AO Ramírez, JCT García, B Vallejo-Jiménez Matemáticas y sus aplicaciones 8, 87, 0 | | |