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UCSB electronic theses and dissertations
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Contributor
Jean-Pierre Fouque
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University of California, Santa Barbara. Statistics and Applied Probability
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Bruno Dupire
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Fahham Saporito, Yuri
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Hancock, Matthew D.
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Sun, Li-Hsien
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Dissertations, Academic
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2014
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Statistics and Applied Probability
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Systemic Risk Illustrated
Format:
Text
Collection:
UCSB electronic theses and dissertations
Author:
Sun, Li-Hsien
Creation Date:
2014
Issued Date:
2014
Investigating optimal investment problems for portfolios of cointegrated assets, with transaction costs
Format:
Text
Collection:
UCSB electronic theses and dissertations
Author:
Hancock, Matthew D.
Creation Date:
2014
Issued Date:
2014
Topics on functional Ito calculus and multiscale stochastic volatility modeling
Format:
Text
Collection:
UCSB electronic theses and dissertations
Author:
Fahham Saporito, Yuri
Creation Date:
2014
Issued Date:
2014
