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Benjamín Vallejo Jiménez
Benjamín Vallejo Jiménez
Verified email at ucol.mx
Title
Cited by
Cited by
Year
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
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