1. Optimal Trading Strategies Under Arbitrage Ruf, Johannes Karl Dominik 2011 Theses MathematicsFinance
2. Quantitative Modeling of Credit Derivatives Kan, Yu Hang 2011 Theses FinanceMathematicsCredit derivativesHedging (Finance)--Mathematical models
3. Financial Portfolio Risk Management: Model Risk, Robustness and Rebalancing Error Xu, Xingbo 2013 Theses Operations researchFinanceMathematics
6. Viscosity Characterizations of Explosions and Arbitrage Wang, Yinghui 2016 Theses Business mathematicsDifferential equations, PartialViscosity solutionsHamilton-Jacobi equationsArbitrageMathematicsFinance
7. Expansion of a filtration with a stochastic process: a high frequency trading perspective Neufcourt, Léo 2017 Theses StatisticsMathematicsFinance
8. Optimal Dynamic Strategies for Index Tracking and Algorithmic Trading Ward, Brian Michael 2017 Theses Operations researchMathematicsFinanceFinancial engineering
9. Optimal Transport and Equilibrium Problems in Mathematical Finance Tan, Xiaowei 2019 Theses MathematicsFinanceFinance--Mathematical modelsEquilibriumFinance--Statistical methods
10. Topics in Stochastic Portfolio Theory: Pathwise Generation of Trading Strategies, and Portfolio Theory in Open Markets Kim, Donghan 2020 Theses MathematicsFinanceStock exchangesPortfolio management--Mathematical modelsInvestments