DELA VEGA, Engel John C.
Postdoctoral Fellow Ph.D. in Applied Mathematics, University of South Australia, Australia M. in Applied Mathematics, Ateneo de Manila University, Philippines B.Sc. in Applied Mathematics, Ateneo de Manila University, Philippines   Office : Rm 206, Run Run Shaw Building Email : ejdv@hku.hk

Mathematical Finance, Stochastic Optimal Control, Duality Theory, Regime Switching

1. Dela Vega, E.J.C. and Zheng, H. (2023). “Duality method for multidimensional nonsmooth constrained linear convex stochastic control”, Journal of Optimization Theory and Applications, https://doi.org/10.1007/s10957-023-02237-w.

2. Dela Vega, E.J.C. and Elliott, R.J. (2022). “A stochastic control approach to bid-ask price modelling”, International Journal of Theoretical and Applied Finance, https://doi.org/10.1142/S0219024922500212.

3. Dela Vega, E.J.C. and Elliott, R.J. (2022). “Backward stochastic differential equations with regime-switching and sublinear expectations”, Stochastic Processes and their Applications, https://doi.org/10.1016/j.spa.2022.02.012.

4. Dela Vega, E.J.C. and Elliott, R.J. (2021). “Conditional coherent risk measures and regime-switching conic pricing”, Probability, Uncertainty and Quantitative Risk, https://doi.org/10.3934/puqr.2021014.