- 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.
- (2014)- Monotonicity of the value function of a two-dimensional optimal stopping problem. With S. Assing and S. Jacka. In Annals of Applied Probability. PDF
- (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
- (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
- 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).