‪Engel John C. Dela Vega‬ - ‪Google Scholar‬

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Robert ElliottResearch Professor, University of South Australia.. Faculty Professor and Emeritus Professor CalgaryVerified email at ucalgary.ca

Engel John C. Dela Vega

Engel John C. Dela Vega

The University of Hong Kong

Verified email at hku.hk

stochastic control mathematical finance regime-switching


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Conditional coherent risk measures and regime-switching conic pricing EJC Dela Vega, RJ Elliott Probability, Uncertainty and Quantitative Risk 6 (4), 267-300, 2021	5	2021
Backward stochastic differential equations with regime-switching and sublinear expectations EJC Dela Vega, RJ Elliott Stochastic Processes and their Applications 148, 278-298, 2022	1	2022
Duality method for multidimensional nonsmooth constrained linear convex stochastic control EJC Dela Vega, H Zheng Journal of Optimization Theory and Applications, 1-32, 2023		2023
A stochastic control approach to bid-ask price modelling EJC Dela Vega, RJ Elliott International Journal of Theoretical and Applied Finance 25 (04n05), 1-30, 2022		2022

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