L. Rocío Sotomayor's Research
Arts and Sciences
L. Rocío Sotomayor, PhD.
Publications
- Bauer, D., E. Biffis, L.R. Sotomayor (2013): Optimal collateralization with bilateral default risk. Available at SSRN:http://ssrn.com/abstract=2320108 or http://dx.doi.org/10.2139/ssrn.2320108.
Sotomayor, L.R., A. Cadenillas (2013): Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs. Stochastics, 85:4, 707-722.
Sotomayor, L.R., A. Cadenillas (2011): Classical and singular stochastic control for the optimal dividend policy when there is regime switching. Insurance: Mathematics and Economics, 48:3, 344-354.
Sotomayor, L.R., A. Cadenillas (2009): Explicit solutions of consumption-investment problems in financial markets with regime switching. Math.Finance, 19:2, 251-279.
Departments:
Phone: (360) 546-9386
Located in Undergraduate (VUB) 102B
Education
- University of Alberta. Ph.D Mathematical Finance
- IMPA, Instituto Nacional de Matematica Pura e Aplicada, Brazil. Masters, Quantitative Methods in Finance
- PUCP, Pontificia Universidad Catolica del Peru. B.Sc. Mathematics.