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, 2024. Stochastic Processes and their Applications, 177, 104448.
C. Hernández, N. Hernández, E. Hubert, D. Possamaï. Closed-loop equilibria for Stackelberg games: A story about stochastic targets, 2026. Annals of Applied Probability, 36(1): 901-954.
N. Hernández, N. Kazi-Tani, M. Vazquez. Cyber risk prevention under risk averse spectral criteria, 2026. Applied Mathematics & Optimization, 94 (14).
N. Hernández, A. Jofré, M.Vera. Investment and Operational Planning for an electric market with massive entry of renewable energy, 2025. online
W. Breytmann, J. Deride, N. Hernández. Stability and Dual Valuation of Contingent Claims under Rockafellian Perturbations, 2026. arXiv 2607.05697