Results for “Contributor: Jean-Pierre Fouque / Academic Department: Statistics and Applied Probability” | Alexandria Digital Research Library

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Stochastic flocking and its application to systemic risk with jumps

Format:: Text
Collection:: UCSB electronic theses and dissertations
Author:: Chiu, Yi-Tai
Creation Date:: 2015
Issued Date:: 2015

Stochastic Conditional Distribution Models with Applications in Finance

Format:: Text
Collection:: UCSB electronic theses and dissertations
Author:: Serup, Jacob Lundbeck
Creation Date:: 2015
Issued Date:: 2015

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

Asymptotic Behavior of Worst Case Scenario Prices in Uncertain Volatility Models

Format:: Text
Collection:: UCSB electronic theses and dissertations
Author:: Ren, Bin
Creation Date:: 2013
Issued Date:: 2013

Diversification, Systemic Default and Regulation

Format:: Text
Collection:: UCSB electronic theses and dissertations
Author:: Gao, Chunkai
Creation Date:: 2013
Issued Date:: 2013

Rebalancing Portfolios under Transaction Costs

Format:: Text
Collection:: UCSB electronic theses and dissertations
Author:: Sau, Raj
Creation Date:: 2012
Issued Date:: 2012