Publications
N. Hernández, T. Mastrolia. Contract theory in a VUCA world, 2019. SIAM Journal on Control and Optimization, 57(4), 3072-3100.
N. Hernández, D. Possamaï, C. Zhou. Bank monitoring incentives under moral hazard and adverse selection, 2019. Journal of Optimization Theory and Applications, 184(3):988-1035.
C. Alasseur, I. Ekeland, R. Élie, N. Hernández, D. Possamaï. An adverse selection approach to power tarification, 2020. SIAM Journal on Control and Optimization, 58(2), 686–713.
S. Bensalem, N. Hernández, N. Kazi-Tani. Prevention efforts, insurance demand and price incentives under coherent risk measures, 2020. Insurance: Mathematics and Economics, 93, 369-386.
S. Bensalem, N. Hernández, N. Kazi-Tani. A Continuous-Time Model of Self-Protection, 2023. Finance and Stochastics, 27, 503-537.
N. Hernández, A. Jofré, D. Possamaï. Pollution regulation for electricity generators in a transmission network, 2023. SIAM Journal on Control and Optimization, 61(2), 788-819.
N. Hernández. Principal-Multiagents problem under equivalent changes of measure: general study and an existence result, 2022. ArXiv:2208.11575