Preprints:
D. Mata. Impulse control in a spectrally negative Lévy model with a level-dependent intensity of bankruptcy. (arXiv: 2508.21133)
D. Mata, K Noba, J.L. Pérez. On optimal periodic dividend and capital injection strategies for general Lévy models. (arXiv: 2505.06554)
D. Mata, J-F. Renaud. Optimality of a barrier strategy in a spectrally negative Lévy model with a level-dependent intensity of bankruptcy. (arXiv: 2409.13849)
Publications (Peer reviewed):
H. Guérin, D. Mata, J-F. Renaud, A. Roch. Optimal withdrawals in a general diffusion model with control rates subject to a state-dependent upper bound. (arXiv: 2406.12067) Accepted, to appear in SIAM Journal on Control and Optimization
D. Mata, K. Noba, J.L. Pérez, K. Yamazaki. Optimal dividends and capital injections: A general Lévy model with extensions to regime-switching models. Insurance: Mathematics and Economics 119, 2024. (arXiv:2306.12374)
D. Mata, H. A. Moreno-Franco, K. Noba, J. L. Pérez. On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes. Nonlinear Anal. Hybrid Syst. 48, 2023, Paper No. 101332. (arXiv:2207.01126)
A.A. Jarai, D. Mata. Logarithmic correction to resistance. Ann. Inst. H. Poincaré Probab. Statist. 58 (3), 2022. (arXiv:2006.03988)
D. Mata, J. L. Pérez, K. Yamazaki. Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models. SIAM Journal on Financial Mathematics, 12(3), 2021. (arXiv:2008.10651)
Ph. D. Thesis:
D. Mata. Applications of Fluctuation Theory of Levy Processes in Finance and Risk Theory. Centro de Investigacion en Matematicas (2023). Supervisors: Prof. Jose-Luis Pérez and Prof. Kazutoshi Yamazaki. Available upon request.