Subject: Finance--Mathematical models | Search Results | Academic Commons

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1. Arbitrage Theory Under Portfolio Constraints

: Li, Zhi
: 2020
: Theses
: MathematicsFinance--Mathematical modelsProbabilitiesStock exchangesPortfolio management--Mathematical models

2. Optimal Transport and Equilibrium Problems in Mathematical Finance

: Tan, Xiaowei
: 2019
: Theses
: MathematicsFinanceFinance--Mathematical modelsEquilibriumFinance--Statistical methods

3. Essays on Liquidity Risk and Modern Market Microstructure

: Yuan, Kai
: 2017
: Theses
: Industrial managementFinanceLiquidity (Economics)Finance--Mathematical modelsEconometric models

4. Optimal Stopping and Switching Problems with Financial Applications

: Wang, Zheng
: 2016
: Theses
: Assets (Accounting)Mathematical optimizationOrnstein-Uhlenbeck processBrownian motion processesFinance--Mathematical modelsOperations researchFinance

5. Analytical Solutions of the SABR Stochastic Volatility Model

: Wu, Qi
: 2012
: Theses
: MathematicsFinance--Mathematical modelsFixed-income securities--Mathematical modelsOptions (Finance)--Mathematical modelsStochastic models