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Camilo Hernández
Camilo Hernández
Postdoctoral fellow at Princeton university
Verified email at princeton.edu - Homepage
Title
Cited by
Cited by
Year
Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents
C Hernández, D Possamaď
The Annals of Applied Probability 33 (2), 1396-1458, 2023
462023
Optimal dividend payments under a time of ruin constraint: Exponential claims
C Hernandez, M Junca
Insurance: Mathematics and Economics 65, 136-142, 2015
202015
A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes
C Hernandez, M Junca, H Moreno-Franco
Insurance: Mathematics and Economics 79, 57-68, 2018
192018
A unified approach to well-posedness of type-I backward stochastic Volterra integral equations
C Hernández, D Possamaď
Electronic Journal of Probability 26, 1-35, 2021
162021
On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications
C Hernández
Stochastic Processes and their Applications 162, 249-298, 2023
82023
Approximate super-resolution of positive measures in all dimensions
H García, C Hernández, M Junca, M Velasco
Applied and Computational Harmonic Analysis, 2020
72020
Time‐inconsistent contract theory
C Hernández, D Possamaď
Mathematical Finance, 2023
42023
A Neural RDE approach for continuous-time non-Markovian stochastic control problems
M Hoglund, E Ferrucci, C Hernandez, AM Gonzalez, C Salvi, ...
arXiv preprint arXiv:2306.14258, 2023
32023
Me, myself and I: Time-inconsistent stochastic control, contract theory and backward stochastic Volterra integral equations
C Hernández
Ph. D. thesis., Columia University, New York, USA, 2021
22021
Compressive sensing and truncated moment problems on spheres
H García, C Hernández, M Junca, M Velasco
arXiv preprint arXiv:1710.09496, 2017
12017
Propagation of chaos for mean field Schrödinger problems
C Hernández, L Tangpi
arXiv preprint arXiv:2304.09340, 2023
2023
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