Results for “Contributor: Jean-Pierre Fouque / Collection: UCSB electronic theses and dissertations / Genre: Dissertations, Academic”

Stochastic flocking and its application to systemic risk with jumps

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Stochastic Conditional Distribution Models with Applications in Finance

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Systemic Risk Illustrated

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Investigating optimal investment problems for portfolios of cointegrated assets, with transaction costs

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Topics on functional Ito calculus and multiscale stochastic volatility modeling

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Asymptotic Behavior of Worst Case Scenario Prices in Uncertain Volatility Models

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Diversification, Systemic Default and Regulation

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Rebalancing Portfolios under Transaction Costs

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