Seguir
Benjamín Vallejo Jiménez
Benjamín Vallejo Jiménez
Dirección de correo verificada de ucol.mx
Título
Citado por
Citado por
Año
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
132017
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
62015
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
52015
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
32017
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
12022
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
12019
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
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
Matemáticas y sus Aplicaciones 8, 2017
2017
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
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–13