1. Contingent Capital: Valuation and Risk Implications Under Alternative Conversion Mechanisms Nouri, Behzad 2012 Theses FinanceOperations research
2. Financial Portfolio Risk Management: Model Risk, Robustness and Rebalancing Error Xu, Xingbo 2013 Theses Operations researchFinanceMathematics
3. Stochastic Models of Limit Order Markets Kukanov, Arseniy 2013 Theses Operations researchFinanceStatistics
4. From Continuous to Discrete: Studies on Continuity Corrections and Monte Carlo Simulation with Applications to Barrier Options and American Options Cao, Menghui 2014 Theses Operations researchFinance
5. High-Dimensional Portfolio Management: Taxes, Execution and Information Relaxations Wang, Chun 2014 Theses Operations researchFinance
6. Pricing, Trading and Clearing of Defaultable Claims Subject to Counterparty Risk Kim, Jinbeom 2014 Theses Operations researchFinance
7. Methods for Pricing Pre-Earnings Equity Options and Leveraged ETF Options Santoli, Marco 2015 Theses FinanceOperations research
8. Optimal Multiple Stopping Approach to Mean Reversion Trading Li, Xin 2015 Theses Operations researchFinance
9. Stochastic Networks: Modeling, Simulation Design and Risk Control Li, Juan 2015 Theses Operations researchEngineeringFinance
11. Optimal Stopping and Switching Problems with Financial Applications Wang, Zheng 2016 Theses Assets (Accounting)Mathematical optimizationOrnstein-Uhlenbeck processBrownian motion processesFinance--Mathematical modelsOperations researchFinance
12. Clearinghouse Default Resources: Theory and Empirical Analysis Cheng, Wan-Schwin Allen 2017 Theses FinanceClearinghouses (Banking)Statistical decisionOperations research
13. Optimal Dynamic Strategies for Index Tracking and Algorithmic Trading Ward, Brian Michael 2017 Theses Operations researchMathematicsFinanceFinancial engineering
14. Price Dynamics & Trading Strategies in the Commodities Market Guo, Kevin 2018 Theses Operations researchFinanceCommodity exchangesPricesExchange traded funds
15. Essays in information relaxations and scenario analysis for partially observable settings Ruiz Lacedelli, Octavio 2019 Theses Operations researchFinanceMarkov processes
16. Continuous-Time and Distributionally Robust Mean-Variance Models Chen, Lin 2020 Theses Operations researchIndustrial engineeringFinance
17. Variable Clustering Methods and Applications in Portfolio Selection Xu, Xiao 2021 Theses Operations researchFinancePortfolio managementStocks--Rate of returnStandard and Poor's Corporation
18. Innovative derivative pricing and time series simulation techniques via machine and deep learning Fu, Weilong 2022 Theses Operations researchMathematicsFinanceDerivative securities--Prices--Mathematical modelsDeep learning (Machine learning)Neural networks (Computer science)--Industrial applications