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Rutgers University

1. Aminzare, Zahra, 1983-. On synchronous behavior in complex nonlinear dynamical systems.

Degree: PhD, Mathematics, 2015, Rutgers University

URL: https://rucore.libraries.rutgers.edu/rutgers-lib/47249/

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The purpose of this dissertation is to study synchronous behavior of certain nonlinear dynamical systems by the method of contraction theory. Contraction theory provides an… (more)

Subjects/Keywords: Synchronization – Mathematics

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APA (6^{th} Edition):

Aminzare, Zahra, 1. (2015). On synchronous behavior in complex nonlinear dynamical systems. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/47249/

Chicago Manual of Style (16^{th} Edition):

Aminzare, Zahra, 1983-. “On synchronous behavior in complex nonlinear dynamical systems.” 2015. Doctoral Dissertation, Rutgers University. Accessed January 22, 2021. https://rucore.libraries.rutgers.edu/rutgers-lib/47249/.

MLA Handbook (7^{th} Edition):

Aminzare, Zahra, 1983-. “On synchronous behavior in complex nonlinear dynamical systems.” 2015. Web. 22 Jan 2021.

Vancouver:

Aminzare, Zahra 1. On synchronous behavior in complex nonlinear dynamical systems. [Internet] [Doctoral dissertation]. Rutgers University; 2015. [cited 2021 Jan 22]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/47249/.

Council of Science Editors:

Aminzare, Zahra 1. On synchronous behavior in complex nonlinear dynamical systems. [Doctoral Dissertation]. Rutgers University; 2015. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/47249/

Rutgers University

2. Lubyshev, Vladimir Fedorovich, 1985-. Nonlinear PDEs and an application to high-frequency trading.

Degree: PhD, Mathematics, 2015, Rutgers University

URL: https://rucore.libraries.rutgers.edu/rutgers-lib/47471/

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This dissertation is concerned with nonlinear partial differential equations and their financial applications. We establish a multiplicity result for positive solutions to a class of… (more)

Subjects/Keywords: Differential equations, Partial; Electronic trading of securities

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APA (6^{th} Edition):

Lubyshev, Vladimir Fedorovich, 1. (2015). Nonlinear PDEs and an application to high-frequency trading. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/47471/

Chicago Manual of Style (16^{th} Edition):

Lubyshev, Vladimir Fedorovich, 1985-. “Nonlinear PDEs and an application to high-frequency trading.” 2015. Doctoral Dissertation, Rutgers University. Accessed January 22, 2021. https://rucore.libraries.rutgers.edu/rutgers-lib/47471/.

MLA Handbook (7^{th} Edition):

Lubyshev, Vladimir Fedorovich, 1985-. “Nonlinear PDEs and an application to high-frequency trading.” 2015. Web. 22 Jan 2021.

Vancouver:

Lubyshev, Vladimir Fedorovich 1. Nonlinear PDEs and an application to high-frequency trading. [Internet] [Doctoral dissertation]. Rutgers University; 2015. [cited 2021 Jan 22]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/47471/.

Council of Science Editors:

Lubyshev, Vladimir Fedorovich 1. Nonlinear PDEs and an application to high-frequency trading. [Doctoral Dissertation]. Rutgers University; 2015. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/47471/

Rutgers University

3. Yan, Ruofan, 1989-. Risk filtering and risk-averse control of partially observable Markov jump processes.

Degree: PhD, Mathematics, 2018, Rutgers University

URL: https://rucore.libraries.rutgers.edu/rutgers-lib/56153/

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In this dissertation, we provide a theory of time-consistent dynamic risk measures for partially observable Markov jump processes in continuous time. By introducing risk filters,… (more)

Subjects/Keywords: Risk – Measurement

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APA (6^{th} Edition):

Yan, Ruofan, 1. (2018). Risk filtering and risk-averse control of partially observable Markov jump processes. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/56153/

Chicago Manual of Style (16^{th} Edition):

Yan, Ruofan, 1989-. “Risk filtering and risk-averse control of partially observable Markov jump processes.” 2018. Doctoral Dissertation, Rutgers University. Accessed January 22, 2021. https://rucore.libraries.rutgers.edu/rutgers-lib/56153/.

MLA Handbook (7^{th} Edition):

Yan, Ruofan, 1989-. “Risk filtering and risk-averse control of partially observable Markov jump processes.” 2018. Web. 22 Jan 2021.

Vancouver:

Yan, Ruofan 1. Risk filtering and risk-averse control of partially observable Markov jump processes. [Internet] [Doctoral dissertation]. Rutgers University; 2018. [cited 2021 Jan 22]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/56153/.

Council of Science Editors:

Yan, Ruofan 1. Risk filtering and risk-averse control of partially observable Markov jump processes. [Doctoral Dissertation]. Rutgers University; 2018. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/56153/

Rutgers University

4. Yao, Jianing, 1988-. Risk-averse optimal control of diffusion processes.

Degree: PhD, Management, 2017, Rutgers University

URL: https://rucore.libraries.rutgers.edu/rutgers-lib/54168/

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This work analyzes an optimal control problem for which the performance is measured by a dynamic risk measure. While dynamic risk measures in discrete-time and… (more)

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APA (6^{th} Edition):

Yao, Jianing, 1. (2017). Risk-averse optimal control of diffusion processes. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/54168/

Chicago Manual of Style (16^{th} Edition):

Yao, Jianing, 1988-. “Risk-averse optimal control of diffusion processes.” 2017. Doctoral Dissertation, Rutgers University. Accessed January 22, 2021. https://rucore.libraries.rutgers.edu/rutgers-lib/54168/.

MLA Handbook (7^{th} Edition):

Yao, Jianing, 1988-. “Risk-averse optimal control of diffusion processes.” 2017. Web. 22 Jan 2021.

Vancouver:

Yao, Jianing 1. Risk-averse optimal control of diffusion processes. [Internet] [Doctoral dissertation]. Rutgers University; 2017. [cited 2021 Jan 22]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/54168/.

Council of Science Editors:

Yao, Jianing 1. Risk-averse optimal control of diffusion processes. [Doctoral Dissertation]. Rutgers University; 2017. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/54168/

Rutgers University

5. Marcondes de Freitas, Michael. A class of input/output random systems: monotonicity and a small-gain theorem.

Degree: PhD, Mathematics, 2014, Rutgers University

URL: https://rucore.libraries.rutgers.edu/rutgers-lib/45341/

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We expand upon the theory of random dynamical systems (RDS) of L. Arnold, developing a theory of random dynamical systems with inputs and outputs (RDSIO)—an… (more)

Subjects/Keywords: Random dynamical systems; Monotonic functions

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APA (6^{th} Edition):

Marcondes de Freitas, M. (2014). A class of input/output random systems: monotonicity and a small-gain theorem. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/45341/

Chicago Manual of Style (16^{th} Edition):

Marcondes de Freitas, Michael. “A class of input/output random systems: monotonicity and a small-gain theorem.” 2014. Doctoral Dissertation, Rutgers University. Accessed January 22, 2021. https://rucore.libraries.rutgers.edu/rutgers-lib/45341/.

MLA Handbook (7^{th} Edition):

Marcondes de Freitas, Michael. “A class of input/output random systems: monotonicity and a small-gain theorem.” 2014. Web. 22 Jan 2021.

Vancouver:

Marcondes de Freitas M. A class of input/output random systems: monotonicity and a small-gain theorem. [Internet] [Doctoral dissertation]. Rutgers University; 2014. [cited 2021 Jan 22]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/45341/.

Council of Science Editors:

Marcondes de Freitas M. A class of input/output random systems: monotonicity and a small-gain theorem. [Doctoral Dissertation]. Rutgers University; 2014. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/45341/

6. Shi, Ming, 1979-. Local intensity and its dynamics in multi-name credit derivatives modeling:.

Degree: PhD, Mathematics, 2010, Rutgers University

URL: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052150

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We import the problems and techniques developed for the local volatility model in equity derivatives to multi-name credit modeling, propose and solve analogous problems. In… (more)

Subjects/Keywords: Credit derivatives – Mathematical models

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APA (6^{th} Edition):

Shi, Ming, 1. (2010). Local intensity and its dynamics in multi-name credit derivatives modeling:. (Doctoral Dissertation). Rutgers University. Retrieved from http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052150

Chicago Manual of Style (16^{th} Edition):

Shi, Ming, 1979-. “Local intensity and its dynamics in multi-name credit derivatives modeling:.” 2010. Doctoral Dissertation, Rutgers University. Accessed January 22, 2021. http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052150.

MLA Handbook (7^{th} Edition):

Shi, Ming, 1979-. “Local intensity and its dynamics in multi-name credit derivatives modeling:.” 2010. Web. 22 Jan 2021.

Vancouver:

Shi, Ming 1. Local intensity and its dynamics in multi-name credit derivatives modeling:. [Internet] [Doctoral dissertation]. Rutgers University; 2010. [cited 2021 Jan 22]. Available from: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052150.

Council of Science Editors:

Shi, Ming 1. Local intensity and its dynamics in multi-name credit derivatives modeling:. [Doctoral Dissertation]. Rutgers University; 2010. Available from: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052150

7. Neiman, Michael, 1981. Negative correlation and log-concavity.

Degree: PhD, Mathematics, 2009, Rutgers University

URL: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000051389

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This thesis is concerned with negative correlation and log-concavity properties and relations between them, with much of our motivation provided by [40], [46], and [12].… (more)

Subjects/Keywords: Concave functions; Distribution (Probability theory)

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APA (6^{th} Edition):

Neiman, Michael, 1. (2009). Negative correlation and log-concavity. (Doctoral Dissertation). Rutgers University. Retrieved from http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000051389

Chicago Manual of Style (16^{th} Edition):

Neiman, Michael, 1981. “Negative correlation and log-concavity.” 2009. Doctoral Dissertation, Rutgers University. Accessed January 22, 2021. http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000051389.

MLA Handbook (7^{th} Edition):

Neiman, Michael, 1981. “Negative correlation and log-concavity.” 2009. Web. 22 Jan 2021.

Vancouver:

Neiman, Michael 1. Negative correlation and log-concavity. [Internet] [Doctoral dissertation]. Rutgers University; 2009. [cited 2021 Jan 22]. Available from: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000051389.

Council of Science Editors:

Neiman, Michael 1. Negative correlation and log-concavity. [Doctoral Dissertation]. Rutgers University; 2009. Available from: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000051389

8. Pop, Camelia Alexandra, 1983-. Degenerate partial differential equations and applications to probability theory and foundations of mathematical finance.

Degree: Mathematics, 2012, Rutgers University

URL: http://hdl.rutgers.edu/1782.1/rucore10001600001.ETD.000065245

Subjects/Keywords: Differential equations, Partial; Degenerate differential equations; Finance – Mathematical models

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APA (6^{th} Edition):

Pop, Camelia Alexandra, 1. (2012). Degenerate partial differential equations and applications to probability theory and foundations of mathematical finance. (Thesis). Rutgers University. Retrieved from http://hdl.rutgers.edu/1782.1/rucore10001600001.ETD.000065245

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Pop, Camelia Alexandra, 1983-. “Degenerate partial differential equations and applications to probability theory and foundations of mathematical finance.” 2012. Thesis, Rutgers University. Accessed January 22, 2021. http://hdl.rutgers.edu/1782.1/rucore10001600001.ETD.000065245.

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Pop, Camelia Alexandra, 1983-. “Degenerate partial differential equations and applications to probability theory and foundations of mathematical finance.” 2012. Web. 22 Jan 2021.

Vancouver:

Pop, Camelia Alexandra 1. Degenerate partial differential equations and applications to probability theory and foundations of mathematical finance. [Internet] [Thesis]. Rutgers University; 2012. [cited 2021 Jan 22]. Available from: http://hdl.rutgers.edu/1782.1/rucore10001600001.ETD.000065245.

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Pop, Camelia Alexandra 1. Degenerate partial differential equations and applications to probability theory and foundations of mathematical finance. [Thesis]. Rutgers University; 2012. Available from: http://hdl.rutgers.edu/1782.1/rucore10001600001.ETD.000065245

Not specified: Masters Thesis or Doctoral Dissertation

Rutgers University

9. Lou, Jianxiong, 1980. Gambling theory and stock option models.

Degree: PhD, Statistics, 2009, Rutgers University

URL: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052014

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This thesis investigates problems both in gambling theory and in stock option models. In gambling theory, we study the difference between the Vardi casino and… (more)

Subjects/Keywords: Games of chance (Mathematics); Stochastic models

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Lou, Jianxiong, 1. (2009). Gambling theory and stock option models. (Doctoral Dissertation). Rutgers University. Retrieved from http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052014

Chicago Manual of Style (16^{th} Edition):

Lou, Jianxiong, 1980. “Gambling theory and stock option models.” 2009. Doctoral Dissertation, Rutgers University. Accessed January 22, 2021. http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052014.

MLA Handbook (7^{th} Edition):

Lou, Jianxiong, 1980. “Gambling theory and stock option models.” 2009. Web. 22 Jan 2021.

Vancouver:

Lou, Jianxiong 1. Gambling theory and stock option models. [Internet] [Doctoral dissertation]. Rutgers University; 2009. [cited 2021 Jan 22]. Available from: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052014.

Council of Science Editors:

Lou, Jianxiong 1. Gambling theory and stock option models. [Doctoral Dissertation]. Rutgers University; 2009. Available from: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052014

Rutgers University

10. Koo, Jawon, 1976-. Singular perturbation methods in credit derivative modeling:.

Degree: PhD, Mathematics, 2010, Rutgers University

URL: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052121

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This thesis introduces the dynamical pricing model and approximation method in pricing a "Collateralized Debt Obligation" (CDO). For this purpose we use a two-dimensional, self-affecting… (more)

Subjects/Keywords: Credit derivatives – Mathematical models; Stochastic processes

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Koo, Jawon, 1. (2010). Singular perturbation methods in credit derivative modeling:. (Doctoral Dissertation). Rutgers University. Retrieved from http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052121

Chicago Manual of Style (16^{th} Edition):

Koo, Jawon, 1976-. “Singular perturbation methods in credit derivative modeling:.” 2010. Doctoral Dissertation, Rutgers University. Accessed January 22, 2021. http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052121.

MLA Handbook (7^{th} Edition):

Koo, Jawon, 1976-. “Singular perturbation methods in credit derivative modeling:.” 2010. Web. 22 Jan 2021.

Vancouver:

Koo, Jawon 1. Singular perturbation methods in credit derivative modeling:. [Internet] [Doctoral dissertation]. Rutgers University; 2010. [cited 2021 Jan 22]. Available from: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052121.

Council of Science Editors:

Koo, Jawon 1. Singular perturbation methods in credit derivative modeling:. [Doctoral Dissertation]. Rutgers University; 2010. Available from: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052121