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You searched for +publisher:"University of Georgia" +contributor:("Qing Zhang"). Showing records 1 – 10 of 10 total matches.

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University of Georgia

1. Zhuang, Chao. Stochastic approximation methods and applications in financial optimization problems.

Degree: PhD, Mathematics, 2008, University of Georgia

 Optimizations play an increasingly indispensable role in financial decisions and financial models. Many problems in mathematical finance, such as asset allocation, trading strategy, and derivative… (more)

Subjects/Keywords: Stochastic Approximation

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APA (6th Edition):

Zhuang, C. (2008). Stochastic approximation methods and applications in financial optimization problems. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/zhuang_chao_200808_phd

Chicago Manual of Style (16th Edition):

Zhuang, Chao. “Stochastic approximation methods and applications in financial optimization problems.” 2008. Doctoral Dissertation, University of Georgia. Accessed March 18, 2019. http://purl.galileo.usg.edu/uga_etd/zhuang_chao_200808_phd.

MLA Handbook (7th Edition):

Zhuang, Chao. “Stochastic approximation methods and applications in financial optimization problems.” 2008. Web. 18 Mar 2019.

Vancouver:

Zhuang C. Stochastic approximation methods and applications in financial optimization problems. [Internet] [Doctoral dissertation]. University of Georgia; 2008. [cited 2019 Mar 18]. Available from: http://purl.galileo.usg.edu/uga_etd/zhuang_chao_200808_phd.

Council of Science Editors:

Zhuang C. Stochastic approximation methods and applications in financial optimization problems. [Doctoral Dissertation]. University of Georgia; 2008. Available from: http://purl.galileo.usg.edu/uga_etd/zhuang_chao_200808_phd


University of Georgia

2. Shin, Dong-Hoon. Regime switching models and applications in optimal selling rules and options pricing.

Degree: PhD, Mathematics, 2009, University of Georgia

 We consider optimal selling rules for stocks and options pricing under a regime-switching model which consists of a set of geometric Brownian motions. We introduce… (more)

Subjects/Keywords: optimal stopping; viscosity solution; mean-reverting process; regime switching

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APA (6th Edition):

Shin, D. (2009). Regime switching models and applications in optimal selling rules and options pricing. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/shin_dong-hoon_200908_phd

Chicago Manual of Style (16th Edition):

Shin, Dong-Hoon. “Regime switching models and applications in optimal selling rules and options pricing.” 2009. Doctoral Dissertation, University of Georgia. Accessed March 18, 2019. http://purl.galileo.usg.edu/uga_etd/shin_dong-hoon_200908_phd.

MLA Handbook (7th Edition):

Shin, Dong-Hoon. “Regime switching models and applications in optimal selling rules and options pricing.” 2009. Web. 18 Mar 2019.

Vancouver:

Shin D. Regime switching models and applications in optimal selling rules and options pricing. [Internet] [Doctoral dissertation]. University of Georgia; 2009. [cited 2019 Mar 18]. Available from: http://purl.galileo.usg.edu/uga_etd/shin_dong-hoon_200908_phd.

Council of Science Editors:

Shin D. Regime switching models and applications in optimal selling rules and options pricing. [Doctoral Dissertation]. University of Georgia; 2009. Available from: http://purl.galileo.usg.edu/uga_etd/shin_dong-hoon_200908_phd


University of Georgia

3. Yu, Jie. Regime-switching models with mean reversion and applications in option pricing.

Degree: PhD, Mathematics, 2009, University of Georgia

 In option pricing the underlying stock price is traditionally assumed to follow a geometric Brownian motion. However it is observed that the stock prices often… (more)

Subjects/Keywords: Regime Switching

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APA (6th Edition):

Yu, J. (2009). Regime-switching models with mean reversion and applications in option pricing. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/yu_jie_200908_phd

Chicago Manual of Style (16th Edition):

Yu, Jie. “Regime-switching models with mean reversion and applications in option pricing.” 2009. Doctoral Dissertation, University of Georgia. Accessed March 18, 2019. http://purl.galileo.usg.edu/uga_etd/yu_jie_200908_phd.

MLA Handbook (7th Edition):

Yu, Jie. “Regime-switching models with mean reversion and applications in option pricing.” 2009. Web. 18 Mar 2019.

Vancouver:

Yu J. Regime-switching models with mean reversion and applications in option pricing. [Internet] [Doctoral dissertation]. University of Georgia; 2009. [cited 2019 Mar 18]. Available from: http://purl.galileo.usg.edu/uga_etd/yu_jie_200908_phd.

Council of Science Editors:

Yu J. Regime-switching models with mean reversion and applications in option pricing. [Doctoral Dissertation]. University of Georgia; 2009. Available from: http://purl.galileo.usg.edu/uga_etd/yu_jie_200908_phd


University of Georgia

4. Yu, Lirong. Asset allocation and optimal selling rule with regime switching and partial observation.

Degree: PhD, Mathematics, 2009, University of Georgia

 Regime Switching model was receiving increasing attention as researchers searching good models to capture prices of financial assets. Using a regime switching model we study… (more)

Subjects/Keywords: Asset allocation

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APA (6th Edition):

Yu, L. (2009). Asset allocation and optimal selling rule with regime switching and partial observation. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/yu_lirong_200908_phd

Chicago Manual of Style (16th Edition):

Yu, Lirong. “Asset allocation and optimal selling rule with regime switching and partial observation.” 2009. Doctoral Dissertation, University of Georgia. Accessed March 18, 2019. http://purl.galileo.usg.edu/uga_etd/yu_lirong_200908_phd.

MLA Handbook (7th Edition):

Yu, Lirong. “Asset allocation and optimal selling rule with regime switching and partial observation.” 2009. Web. 18 Mar 2019.

Vancouver:

Yu L. Asset allocation and optimal selling rule with regime switching and partial observation. [Internet] [Doctoral dissertation]. University of Georgia; 2009. [cited 2019 Mar 18]. Available from: http://purl.galileo.usg.edu/uga_etd/yu_lirong_200908_phd.

Council of Science Editors:

Yu L. Asset allocation and optimal selling rule with regime switching and partial observation. [Doctoral Dissertation]. University of Georgia; 2009. Available from: http://purl.galileo.usg.edu/uga_etd/yu_lirong_200908_phd


University of Georgia

5. Prager, David John. Valuation of finite maturity stock loans under regime switching and mean reverting stock models.

Degree: PhD, Mathematics, 2010, University of Georgia

 Stock loans are business contracts between borrowers and lenders in which the borrower uses shares of stock as collateral for the loan. Since the value… (more)

Subjects/Keywords: Stock loan

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APA (6th Edition):

Prager, D. J. (2010). Valuation of finite maturity stock loans under regime switching and mean reverting stock models. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/prager_david_j_201005_phd

Chicago Manual of Style (16th Edition):

Prager, David John. “Valuation of finite maturity stock loans under regime switching and mean reverting stock models.” 2010. Doctoral Dissertation, University of Georgia. Accessed March 18, 2019. http://purl.galileo.usg.edu/uga_etd/prager_david_j_201005_phd.

MLA Handbook (7th Edition):

Prager, David John. “Valuation of finite maturity stock loans under regime switching and mean reverting stock models.” 2010. Web. 18 Mar 2019.

Vancouver:

Prager DJ. Valuation of finite maturity stock loans under regime switching and mean reverting stock models. [Internet] [Doctoral dissertation]. University of Georgia; 2010. [cited 2019 Mar 18]. Available from: http://purl.galileo.usg.edu/uga_etd/prager_david_j_201005_phd.

Council of Science Editors:

Prager DJ. Valuation of finite maturity stock loans under regime switching and mean reverting stock models. [Doctoral Dissertation]. University of Georgia; 2010. Available from: http://purl.galileo.usg.edu/uga_etd/prager_david_j_201005_phd


University of Georgia

6. Kong, Hoi Tin. Stochastic control and optimization of assets trading.

Degree: PhD, Mathematics, 2010, University of Georgia

 Stochastic optimization is an optimization method which involves probabilistic ingredients, such that there is random noise in the problem objectives or constrains, and/or there is… (more)

Subjects/Keywords: Optimal stopping

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APA (6th Edition):

Kong, H. T. (2010). Stochastic control and optimization of assets trading. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/kong_hoi-tin_201008_phd

Chicago Manual of Style (16th Edition):

Kong, Hoi Tin. “Stochastic control and optimization of assets trading.” 2010. Doctoral Dissertation, University of Georgia. Accessed March 18, 2019. http://purl.galileo.usg.edu/uga_etd/kong_hoi-tin_201008_phd.

MLA Handbook (7th Edition):

Kong, Hoi Tin. “Stochastic control and optimization of assets trading.” 2010. Web. 18 Mar 2019.

Vancouver:

Kong HT. Stochastic control and optimization of assets trading. [Internet] [Doctoral dissertation]. University of Georgia; 2010. [cited 2019 Mar 18]. Available from: http://purl.galileo.usg.edu/uga_etd/kong_hoi-tin_201008_phd.

Council of Science Editors:

Kong HT. Stochastic control and optimization of assets trading. [Doctoral Dissertation]. University of Georgia; 2010. Available from: http://purl.galileo.usg.edu/uga_etd/kong_hoi-tin_201008_phd

7. Luu, Phong Thanh. Optimal pairs trading rules and numerical methods.

Degree: PhD, Mathematics, 2016, University of Georgia

 Pairs trading involves two correlated securities. When divergence is underway, i.e., one stock moves up while the other moves down, a pairs trade is entered… (more)

Subjects/Keywords: Geometric Brownian motion

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APA (6th Edition):

Luu, P. T. (2016). Optimal pairs trading rules and numerical methods. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/luu_phong_t_201608_phd

Chicago Manual of Style (16th Edition):

Luu, Phong Thanh. “Optimal pairs trading rules and numerical methods.” 2016. Doctoral Dissertation, University of Georgia. Accessed March 18, 2019. http://purl.galileo.usg.edu/uga_etd/luu_phong_t_201608_phd.

MLA Handbook (7th Edition):

Luu, Phong Thanh. “Optimal pairs trading rules and numerical methods.” 2016. Web. 18 Mar 2019.

Vancouver:

Luu PT. Optimal pairs trading rules and numerical methods. [Internet] [Doctoral dissertation]. University of Georgia; 2016. [cited 2019 Mar 18]. Available from: http://purl.galileo.usg.edu/uga_etd/luu_phong_t_201608_phd.

Council of Science Editors:

Luu PT. Optimal pairs trading rules and numerical methods. [Doctoral Dissertation]. University of Georgia; 2016. Available from: http://purl.galileo.usg.edu/uga_etd/luu_phong_t_201608_phd

8. Nguyen, Duy. Optimal asset trading under regime switching models.

Degree: PhD, Mathematics, 2013, University of Georgia

 Trading strategies in a financial market are concerned with a sequence of buying and selling. A traditional approach in order to maximize the overall profit… (more)

Subjects/Keywords: Geometric Brownian motion; HJB equations; mean reversion model; regime switching models; stochastic approximation; Wonham filter; viscosity solution.

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APA (6th Edition):

Nguyen, D. (2013). Optimal asset trading under regime switching models. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/nguyen_duy_201308_phd

Chicago Manual of Style (16th Edition):

Nguyen, Duy. “Optimal asset trading under regime switching models.” 2013. Doctoral Dissertation, University of Georgia. Accessed March 18, 2019. http://purl.galileo.usg.edu/uga_etd/nguyen_duy_201308_phd.

MLA Handbook (7th Edition):

Nguyen, Duy. “Optimal asset trading under regime switching models.” 2013. Web. 18 Mar 2019.

Vancouver:

Nguyen D. Optimal asset trading under regime switching models. [Internet] [Doctoral dissertation]. University of Georgia; 2013. [cited 2019 Mar 18]. Available from: http://purl.galileo.usg.edu/uga_etd/nguyen_duy_201308_phd.

Council of Science Editors:

Nguyen D. Optimal asset trading under regime switching models. [Doctoral Dissertation]. University of Georgia; 2013. Available from: http://purl.galileo.usg.edu/uga_etd/nguyen_duy_201308_phd


University of Georgia

9. Wang, Jianwu. Pricing securities subject to credit risk and regime switching.

Degree: PhD, Business Administration, 2003, University of Georgia

 This thesis begins with an introduction of credit risk and a review of credit risk models. A modi ed credit risk model which is subject… (more)

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APA (6th Edition):

Wang, J. (2003). Pricing securities subject to credit risk and regime switching. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/wang_jianwu_200305_phd

Chicago Manual of Style (16th Edition):

Wang, Jianwu. “Pricing securities subject to credit risk and regime switching.” 2003. Doctoral Dissertation, University of Georgia. Accessed March 18, 2019. http://purl.galileo.usg.edu/uga_etd/wang_jianwu_200305_phd.

MLA Handbook (7th Edition):

Wang, Jianwu. “Pricing securities subject to credit risk and regime switching.” 2003. Web. 18 Mar 2019.

Vancouver:

Wang J. Pricing securities subject to credit risk and regime switching. [Internet] [Doctoral dissertation]. University of Georgia; 2003. [cited 2019 Mar 18]. Available from: http://purl.galileo.usg.edu/uga_etd/wang_jianwu_200305_phd.

Council of Science Editors:

Wang J. Pricing securities subject to credit risk and regime switching. [Doctoral Dissertation]. University of Georgia; 2003. Available from: http://purl.galileo.usg.edu/uga_etd/wang_jianwu_200305_phd


University of Georgia

10. Pemy, Moustapha Njiahouo. Regime switching market models and applications.

Degree: PhD, Applied Mathematical Science(Mathematics) ( MAMS ), 2005, University of Georgia

 A regime switching model consists of a set of Black-Scholes models (geometric Brownian motions) coupled by a finite state Markov chain. This model is considered… (more)

Subjects/Keywords: Optimal stopping

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APA (6th Edition):

Pemy, M. N. (2005). Regime switching market models and applications. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/pemy_moustapha_n_200508_phd

Chicago Manual of Style (16th Edition):

Pemy, Moustapha Njiahouo. “Regime switching market models and applications.” 2005. Doctoral Dissertation, University of Georgia. Accessed March 18, 2019. http://purl.galileo.usg.edu/uga_etd/pemy_moustapha_n_200508_phd.

MLA Handbook (7th Edition):

Pemy, Moustapha Njiahouo. “Regime switching market models and applications.” 2005. Web. 18 Mar 2019.

Vancouver:

Pemy MN. Regime switching market models and applications. [Internet] [Doctoral dissertation]. University of Georgia; 2005. [cited 2019 Mar 18]. Available from: http://purl.galileo.usg.edu/uga_etd/pemy_moustapha_n_200508_phd.

Council of Science Editors:

Pemy MN. Regime switching market models and applications. [Doctoral Dissertation]. University of Georgia; 2005. Available from: http://purl.galileo.usg.edu/uga_etd/pemy_moustapha_n_200508_phd

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