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Fingerprint Dive into the research topics where Rafael Antonio Serrano Perdomo is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 2 Similar Profiles
Telegraph Engineering & Materials Science
Optimal Portfolio Mathematics
Martingale Mathematics
Markov processes Engineering & Materials Science
Jump Mathematics
Convex Duality Mathematics
Optimal Value Function Mathematics
Regime Switching Mathematics

Projects 2013 2014

Research Output 2014 2015

  • 10 Citations
  • 1 h-Index
  • 3 Article

Martingale Approach To Optimal Portfolio-Consumption Problems In Markov-Modulated Pure-Jump Models

serrano, R. & López, O., 2015, In : Stochastic Models. 31, p. 261 - 291

Research output: Contribution to journalArticle

Open Access
Telegraph
Optimal Portfolio
Martingale
Markov processes
Jump
1 Citation (Scopus)

On the LP formulation in measure spaces of optimal control problems for jump-diffusions

Serrano, R., Nov 2015, In : Systems and Control Letters. 85, p. 33-36 4 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)

Activities 2017 2017

  • 2 Other
  • 2 Researchers Meeting

Reuniones para revisión resultados preliminares

Rafael Antonio Serrano Perdomo (Participant)
Feb 1 2017Nov 24 2017

Activity: Other activity typesResearchers Meeting

Reuniones con profesor Gabriel Penagos - Pontificia Universidad Javeriana

Rafael Antonio Serrano Perdomo (Participant)
Mar 1 2017Jun 1 2017

Activity: Other activity typesResearchers Meeting

Elaboración documento de trabajo - versión preliminar

Rafael Antonio Serrano Perdomo (Participant)
Jun 1 2017Dec 1 2017

Activity: Other activity typesOther

Elaboración propuesta de investigación

Rafael Antonio Serrano Perdomo (Participant)
Dec 10 2017

Activity: Other activity typesOther