Alexandria Digital Research Library

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List of items deposited in Alexandria Digital Research Library that match your search criteria

  1. Systemic Risk Illustrated

    Format:
    Text
    Collection:
    UCSB electronic theses and dissertations
    Author:
    Sun, Li-Hsien
    Creation Date:
    2014
    Issued Date:
    2014

  2. 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

  3. 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