2019 - Hernández-Hernández, Daniel and Treviño-Aguilar, Erick A free-model characterization of the asymptotic certainty
equivalent by the Arrow-Pratt index. Modeling, stochastic control, optimization, and applications, 261--281
2018 - Treviño Aguilar, Erick (ver en línea) A note on Gamma-convergence of monotone functionals. XII Symposium of Probability and Stochastic Processes, 195--206
2018 - Trevino Aguilar, Erick (ver en línea) The lower Snell envelope of smooth functions: an optional
decomposition. Electronic Communications in Probability, Paper No. 12, 10
2017 - Treviño Aguilar, Erick (ver en línea) Semimartingale properties of the lower Snell envelope in
optimal stopping under model uncertainty. Brazilian Journal of Probability and Statistics, 194--213
2016 - Treviño Aguilar, Erick (ver en línea) Partial hedging of American options in discrete time and
complete markets: convex duality and optimal Markov
policies. Boletín de la Sociedad Matemática Mexicana. Third Series, 281--308
2015 - Treviño-Aguilar, Erick (ver en línea) Duality in a problem of static partial hedging under convex
constraints. SIAM Journal on Financial Mathematics, 1152--1170
2014 - Hernández-Hernández, Daniel and Treviño-Aguilar, Erick (ver en línea) Characterization of the value process in robust efficient
hedging. Journal of Optimization Theory and Applications, 56--75
2014 - Treviño Aguilar, Erick (ver en línea) An index for asymptotical behavior of adjusted sequences. Boletín de la Sociedad Matemática Mexicana. Third Series, 57--67
2013 - Pérez Hernández, Leonel and Treviño Aguilar, Erick Convex risk measures: a selection of properties and its
applications. Sociedad Matemática Mexicana. Boletín. Tercera Serie, 237--253
2012 - Treviño Aguilar, Erick (ver en línea) Stable stopping. Statistics & Risk Modeling with Applications in Finance and
Insurance, 155--174
2012 - Erick, Treviño-Aguilar (ver en línea) Optimal stopping under model uncertainty and the regularity of
lower Snell envelopes. Quantitative Finance, 865--871
2011 - Hernández-Hernández, Daniel and Trevino-Aguilar, Erick (ver en línea) Efficient hedging of European options with robust convex
loss functionals: a dual-representation formula. Mathematical Finance. An International Journal of Mathematics,
Statistics and Financial Economics, 99--115
2011 - Treviño-Aguilar, Erick (ver en línea) Real-valued conditional convex risk measures in Lp(F,R). X Symposium on Probability and Stochastic Processes
and the First Joint Meeting France-Mexico of
Probability, 101--115
2009 - Treviño Aguilar, Erick (ver en línea) Robust efficient hedging for American options: the existence
of worst case probability measures. Statistics & Decisions. International Journal for Statistical
Theory and Related Fields, 1--23
