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Equations of Hamilton-Jacobi type and their applications in financeNayak, Suhas R. Unknown Date (has links)
Thesis (Ph.D.)--Stanford University, 2006. / (UnM)AAI3219343. Adviser: George C. Papanicolaou. Source: Dissertation Abstracts International, Volume: 67-05, Section: B, page: 2594.
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Portfolio management toward optimal consumption and terminal wealthEllett, Andrew. January 2005 (has links)
Thesis (Ph.D.)--Indiana University, Dept. of Mathematics, 2005. / Source: Dissertation Abstracts International, Volume: 66-01, Section: B, page: 0306. Chair: Victor Goodman.
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Pricing caps and swaptions when bond prices follow jump-diffusion processes and have log-price volatilityZhang, Siyu. January 2008 (has links)
Thesis (Ph.D.)--Indiana University, Dept. of Mathematics, 2008. / Title from PDF t.p. (viewed Dec. 9, 2008). Source: Dissertation Abstracts International, Volume: 69-05, Section: B, page: 3039. Adviser: Victor Goodman.
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