### Research interests

- Stochastic processes: stochastic calculus and differential equations, Markov processes, Martingale theory.
- Mathematical finance: derivatives pricing, stochastic volatility and interest rate modeling.
- Stochastic optimal control: optimal stopping, controlled diffusions, stochastic games.

### Publications

- (2014)-
*Monotonicity of the value function of a two-dimensional optimal stopping problem.*With S. Assing and S. Jacka. - (2014)-
*Time-change and control of stochastic volatility.*PhD Thesis. PDF - (2017)-
*On the regularity of American options with regime-switching uncertainty.*With S. Jacka. To appear in Stochastic Processes and their Applications. Link

### Preprints

- (2016)-
*Markov-modulated floating-strike Asian options. PDF* - (2017)-
*Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms. PDF*

### Education

- PhD in Statistics (2014), University of Warwick, UK. Time-change and control of stochastic volatility.
- MSc in Mathematics (2009), Universidad de Sonora, Mexico. American option pricing as a free-boundary problem.
- BSc in Mathematics (2007), Universidad de Sonora, Mexico.The Henstock-Kurzweil integral and the Fundamental Theorem of Calculus (in Spanish).