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Author
Li, Zhi
1
Tan, Xiaowei
1
Wang, Zheng
1
Wu, Qi
1
Yuan, Kai
1
Academic Unit
Mathematics
2
Applied Physics and Applied Mathematics
1
Business
1
Industrial Engineering and Operations Research
1
Subject
Finance--Mathematical models
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Finance
3
Mathematics
3
Assets (Accounting)
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Brownian motion processes
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Theses
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Doctoral
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2012
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2020
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English
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Search Results
1.
Arbitrage Theory Under Portfolio Constraints
Li, Zhi
2020
Theses
Mathematics
Finance--Mathematical models
Probabilities
Stock exchanges
Portfolio management--Mathematical models
2.
Optimal Transport and Equilibrium Problems in Mathematical Finance
Tan, Xiaowei
2019
Theses
Mathematics
Finance
Finance--Mathematical models
Equilibrium
Finance--Statistical methods
3.
Essays on Liquidity Risk and Modern Market Microstructure
Yuan, Kai
2017
Theses
Industrial management
Finance
Liquidity (Economics)
Finance--Mathematical models
Econometric models
4.
Optimal Stopping and Switching Problems with Financial Applications
Wang, Zheng
2016
Theses
Assets (Accounting)
Mathematical optimization
Ornstein-Uhlenbeck process
Brownian motion processes
Finance--Mathematical models
Operations research
Finance
5.
Analytical Solutions of the SABR Stochastic Volatility Model
Wu, Qi
2012
Theses
Mathematics
Finance--Mathematical models
Fixed-income securities--Mathematical models
Options (Finance)--Mathematical models
Stochastic models