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L. Rocío Sotomayor's Research Arts and Sciences

L. Rocío Sotomayor, PhD.



  • Bauer, D., E. Biffis, L.R. Sotomayor (2013): Optimal collateralization with bilateral default risk. Available at SSRN: or

    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.

Phone: (360) 546-9386
Located in Undergraduate (VUB) 102B


  • 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.