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University of Michigan

1. Nazari, Ali. Error Exponent for Discrete Memoryless Multiple-Access Channels.

Degree: PhD, Electrical Engineering: Systems, 2011, University of Michigan

URL: http://hdl.handle.net/2027.42/86432

► This work addresses the problem of analyzing the best possible systems for communicating over a multiple-access channel (MAC) without feedback in the discrete memoryless setting.…
(more)

Subjects/Keywords: Network Information Theory; Method of Types, Typical Sequences; Spehre Packing; Random Coding; Multiple-Access Channels; Error Exponent; Electrical Engineering; Engineering

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APA (6^{th} Edition):

Nazari, A. (2011). Error Exponent for Discrete Memoryless Multiple-Access Channels. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/86432

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

Nazari, Ali. “Error Exponent for Discrete Memoryless Multiple-Access Channels.” 2011. Doctoral Dissertation, University of Michigan. Accessed December 03, 2020. http://hdl.handle.net/2027.42/86432.

MLA Handbook (7^{th} Edition):

Nazari, Ali. “Error Exponent for Discrete Memoryless Multiple-Access Channels.” 2011. Web. 03 Dec 2020.

Vancouver:

Nazari A. Error Exponent for Discrete Memoryless Multiple-Access Channels. [Internet] [Doctoral dissertation]. University of Michigan; 2011. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/2027.42/86432.

Council of Science Editors:

Nazari A. Error Exponent for Discrete Memoryless Multiple-Access Channels. [Doctoral Dissertation]. University of Michigan; 2011. Available from: http://hdl.handle.net/2027.42/86432

University of Michigan

2. Wang, Ting. Stochastic Analysis of Insurance Products.

Degree: PhD, Applied and Interdisciplinary Mathematics, 2011, University of Michigan

URL: http://hdl.handle.net/2027.42/86347

► We study the properties of several insurance products via the methods of stochastic analysis and stochastic control. This dissertation consists of the following three parts:…
(more)

Subjects/Keywords: Stochastic Analysis; Science

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APA (6^{th} Edition):

Wang, T. (2011). Stochastic Analysis of Insurance Products. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/86347

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

Wang, Ting. “Stochastic Analysis of Insurance Products.” 2011. Doctoral Dissertation, University of Michigan. Accessed December 03, 2020. http://hdl.handle.net/2027.42/86347.

MLA Handbook (7^{th} Edition):

Wang, Ting. “Stochastic Analysis of Insurance Products.” 2011. Web. 03 Dec 2020.

Vancouver:

Wang T. Stochastic Analysis of Insurance Products. [Internet] [Doctoral dissertation]. University of Michigan; 2011. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/2027.42/86347.

Council of Science Editors:

Wang T. Stochastic Analysis of Insurance Products. [Doctoral Dissertation]. University of Michigan; 2011. Available from: http://hdl.handle.net/2027.42/86347

3. Venkataramanan, Ramji. Information-theoretic Results on Communication Problems with Feed-forward and Feedback.

Degree: PhD, Electrical Engineering: Systems, 2008, University of Michigan

URL: http://hdl.handle.net/2027.42/61696

► As networked communication systems become increasingly sophisticated, understanding information flow in networks is a problem of central importance. Multi-user information theory attempts to understand various…
(more)

Subjects/Keywords: Information Theory; Feed-forward; Source Coding; Feedback; Electrical Engineering; Engineering

…*University* *of* *Michigan*
2008
Doctoral Committee:
Associate Professor Sandeep P. Sadanandarao, Chair…

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APA (6^{th} Edition):

Venkataramanan, R. (2008). Information-theoretic Results on Communication Problems with Feed-forward and Feedback. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/61696

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

Venkataramanan, Ramji. “Information-theoretic Results on Communication Problems with Feed-forward and Feedback.” 2008. Doctoral Dissertation, University of Michigan. Accessed December 03, 2020. http://hdl.handle.net/2027.42/61696.

MLA Handbook (7^{th} Edition):

Venkataramanan, Ramji. “Information-theoretic Results on Communication Problems with Feed-forward and Feedback.” 2008. Web. 03 Dec 2020.

Vancouver:

Venkataramanan R. Information-theoretic Results on Communication Problems with Feed-forward and Feedback. [Internet] [Doctoral dissertation]. University of Michigan; 2008. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/2027.42/61696.

Council of Science Editors:

Venkataramanan R. Information-theoretic Results on Communication Problems with Feed-forward and Feedback. [Doctoral Dissertation]. University of Michigan; 2008. Available from: http://hdl.handle.net/2027.42/61696

4. Reiner Jr, Robert Charles. Parameter Estimation in Several Classes of Non-Markovian Random Processes Defined by Stochastic Differential Equations.

Degree: PhD, Statistics, 2010, University of Michigan

URL: http://hdl.handle.net/2027.42/77849

► This work is concerned with parameter estimation of solutions of stochastic evolution equations driven by Gaussian processes. Two different classes of problems are considered. We…
(more)

Subjects/Keywords: Inference for Stochastic Differential Equations; Statistics and Numeric Data; Science

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APA (6^{th} Edition):

Reiner Jr, R. C. (2010). Parameter Estimation in Several Classes of Non-Markovian Random Processes Defined by Stochastic Differential Equations. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/77849

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

Reiner Jr, Robert Charles. “Parameter Estimation in Several Classes of Non-Markovian Random Processes Defined by Stochastic Differential Equations.” 2010. Doctoral Dissertation, University of Michigan. Accessed December 03, 2020. http://hdl.handle.net/2027.42/77849.

MLA Handbook (7^{th} Edition):

Reiner Jr, Robert Charles. “Parameter Estimation in Several Classes of Non-Markovian Random Processes Defined by Stochastic Differential Equations.” 2010. Web. 03 Dec 2020.

Vancouver:

Reiner Jr RC. Parameter Estimation in Several Classes of Non-Markovian Random Processes Defined by Stochastic Differential Equations. [Internet] [Doctoral dissertation]. University of Michigan; 2010. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/2027.42/77849.

Council of Science Editors:

Reiner Jr RC. Parameter Estimation in Several Classes of Non-Markovian Random Processes Defined by Stochastic Differential Equations. [Doctoral Dissertation]. University of Michigan; 2010. Available from: http://hdl.handle.net/2027.42/77849

5. Zhou, Zhou. Topics in Optimal Stopping and Fundamental Theorem of Asset Pricing.

Degree: PhD, Applied and Interdisciplinary Mathematics, 2015, University of Michigan

URL: http://hdl.handle.net/2027.42/111416

► In this thesis, we investigate several problems in optimal stopping and fundamental theorem of asset pricing (FTAP). In Chapter II, we study the controller-stopper problems…
(more)

Subjects/Keywords: optimal stopping; stopping game; fundamental theorem of asset pricing; hedging duality; semi-static trading strategy; Mathematics; Science

…have been presented at the Financial/Actuarial Mathematics Seminar,
*University* *of* *Michigan*… …Seminar,
*University* *of* *Michigan*, December 10, 2014; Trading and Portfolio Theory, University
of… …the Financial/Actuarial Mathematics Seminar, *University* *of* *Michigan*,
4
December 10, 2014… …Actuarial Mathematics Seminar, *University* *of* *Michigan*, March 26,
2014.
In Chapter VII, we consider… …Actuarial Mathematics Seminar, *University* *of*
*Michigan*, January 29, 2014.
In Chapter IX, we…

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APA (6^{th} Edition):

Zhou, Z. (2015). Topics in Optimal Stopping and Fundamental Theorem of Asset Pricing. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/111416

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

Zhou, Zhou. “Topics in Optimal Stopping and Fundamental Theorem of Asset Pricing.” 2015. Doctoral Dissertation, University of Michigan. Accessed December 03, 2020. http://hdl.handle.net/2027.42/111416.

MLA Handbook (7^{th} Edition):

Zhou, Zhou. “Topics in Optimal Stopping and Fundamental Theorem of Asset Pricing.” 2015. Web. 03 Dec 2020.

Vancouver:

Zhou Z. Topics in Optimal Stopping and Fundamental Theorem of Asset Pricing. [Internet] [Doctoral dissertation]. University of Michigan; 2015. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/2027.42/111416.

Council of Science Editors:

Zhou Z. Topics in Optimal Stopping and Fundamental Theorem of Asset Pricing. [Doctoral Dissertation]. University of Michigan; 2015. Available from: http://hdl.handle.net/2027.42/111416

6. Munk, Alexander. Beliefs and Uncertainty in Stochastic Modeling.

Degree: PhD, Mathematics, 2017, University of Michigan

URL: http://hdl.handle.net/2027.42/138474

► Belief specification, as well as the identification of sources and statistical properties of uncertainty, is a crucial stage in stochastic model development. In much of…
(more)

Subjects/Keywords: flash crash; model risk; optimal execution; Knightian uncertainty; parimutuel wagering; generalized central limit theorem; Mathematics; Science

…following events: the Financial/Actuarial Mathematics Seminar at the *University*
*of* *Michigan* on… …presented during the Financial/Actuarial Mathematics Seminar at the *University* *of* *Michigan* on… …which was presented during the
Financial/Actuarial Mathematics Seminar at the *University* *of*… …*Michigan* on April
12, 2017.
CHAPTER II
Comparing the G-Normal Distribution to its Classical…

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APA (6^{th} Edition):

Munk, A. (2017). Beliefs and Uncertainty in Stochastic Modeling. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/138474

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

Munk, Alexander. “Beliefs and Uncertainty in Stochastic Modeling.” 2017. Doctoral Dissertation, University of Michigan. Accessed December 03, 2020. http://hdl.handle.net/2027.42/138474.

MLA Handbook (7^{th} Edition):

Munk, Alexander. “Beliefs and Uncertainty in Stochastic Modeling.” 2017. Web. 03 Dec 2020.

Vancouver:

Munk A. Beliefs and Uncertainty in Stochastic Modeling. [Internet] [Doctoral dissertation]. University of Michigan; 2017. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/2027.42/138474.

Council of Science Editors:

Munk A. Beliefs and Uncertainty in Stochastic Modeling. [Doctoral Dissertation]. University of Michigan; 2017. Available from: http://hdl.handle.net/2027.42/138474

7. Hu, Xueying. Essays in Financial and Insurance Mathematics.

Degree: PhD, Applied and Interdisciplinary Mathematics, 2012, University of Michigan

URL: http://hdl.handle.net/2027.42/91381

► This dissertation consists of the following three parts: (i) We find the minimum probability of lifetime ruin of an investor who can invest in a…
(more)

Subjects/Keywords: Lifetime Ruin Probability, Stochastic Volatility, Monte Carlo Simulation, Heston Model With Jumps, Sovereign CDS, Regime-Switching; Finance; Mathematics; Economics; Science; Business

…x28;FM10),
San Francisco, November 19, 2010; First Annual *University* *of* *Michigan* SIAM… …*University* *of* *Michigan*, Ann Arbor, 2009.
Chapter III extends the Heston stochastic volatility model… …Seminar, *University* *of* *Michigan*, Ann Arbor, October
13, 2011 and will be presented at SIAM…

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

APA (6^{th} Edition):

Hu, X. (2012). Essays in Financial and Insurance Mathematics. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/91381

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

Hu, Xueying. “Essays in Financial and Insurance Mathematics.” 2012. Doctoral Dissertation, University of Michigan. Accessed December 03, 2020. http://hdl.handle.net/2027.42/91381.

MLA Handbook (7^{th} Edition):

Hu, Xueying. “Essays in Financial and Insurance Mathematics.” 2012. Web. 03 Dec 2020.

Vancouver:

Hu X. Essays in Financial and Insurance Mathematics. [Internet] [Doctoral dissertation]. University of Michigan; 2012. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/2027.42/91381.

Council of Science Editors:

Hu X. Essays in Financial and Insurance Mathematics. [Doctoral Dissertation]. University of Michigan; 2012. Available from: http://hdl.handle.net/2027.42/91381

8. Xing, Hao. Analysis of the Option Prices in Jump Diffusion Models.

Degree: PhD, Mathematics, 2009, University of Michigan

URL: http://hdl.handle.net/2027.42/63868

► We study the option pricing problem in jump diffusion models from both probabilistic and PDE perspectives. This dissertation consists of the following four parts: (i)…
(more)

Subjects/Keywords: Option Pricing; Jump Diffusions; Mathematics; Science

…Western Michigan University, October 18, 2008; Department
of Mathematics, *University* *of* *Michigan*…

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APA (6^{th} Edition):

Xing, H. (2009). Analysis of the Option Prices in Jump Diffusion Models. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/63868

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

Xing, Hao. “Analysis of the Option Prices in Jump Diffusion Models.” 2009. Doctoral Dissertation, University of Michigan. Accessed December 03, 2020. http://hdl.handle.net/2027.42/63868.

MLA Handbook (7^{th} Edition):

Xing, Hao. “Analysis of the Option Prices in Jump Diffusion Models.” 2009. Web. 03 Dec 2020.

Vancouver:

Xing H. Analysis of the Option Prices in Jump Diffusion Models. [Internet] [Doctoral dissertation]. University of Michigan; 2009. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/2027.42/63868.

Council of Science Editors:

Xing H. Analysis of the Option Prices in Jump Diffusion Models. [Doctoral Dissertation]. University of Michigan; 2009. Available from: http://hdl.handle.net/2027.42/63868

9. Zhang, Yuchong. Problems in Mathematical Finance Related to Transaction Costs and Model Uncertainty.

Degree: PhD, Applied and Interdisciplinary Mathematics, 2015, University of Michigan

URL: http://hdl.handle.net/2027.42/111560

► This thesis is devoted to the study of three problems in mathematical finance which involve either transaction costs or model uncertainty or both. In Chapter…
(more)

Subjects/Keywords: Mathematical finance; Stochastic Control; Transaction Costs; Model Uncertainty; Mathematics; Science

…Financial/Actuarial Mathematics Seminar at the *University* *of* *Michigan* (September 4, 2013)… …the Financial/Actuarial Mathematics Seminar at the *University* *of* *Michigan*
(November 5… …*of* *Michigan* (February 19, 2014), the 2014 SIAM Conference on Financial… …this work has been presented in the Financial/Actuarial Mathematics
Seminar at the *University*…

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APA (6^{th} Edition):

Zhang, Y. (2015). Problems in Mathematical Finance Related to Transaction Costs and Model Uncertainty. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/111560

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

Zhang, Yuchong. “Problems in Mathematical Finance Related to Transaction Costs and Model Uncertainty.” 2015. Doctoral Dissertation, University of Michigan. Accessed December 03, 2020. http://hdl.handle.net/2027.42/111560.

MLA Handbook (7^{th} Edition):

Zhang, Yuchong. “Problems in Mathematical Finance Related to Transaction Costs and Model Uncertainty.” 2015. Web. 03 Dec 2020.

Vancouver:

Zhang Y. Problems in Mathematical Finance Related to Transaction Costs and Model Uncertainty. [Internet] [Doctoral dissertation]. University of Michigan; 2015. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/2027.42/111560.

Council of Science Editors:

Zhang Y. Problems in Mathematical Finance Related to Transaction Costs and Model Uncertainty. [Doctoral Dissertation]. University of Michigan; 2015. Available from: http://hdl.handle.net/2027.42/111560

10. Li, Jiaqi. Stochastic Perron for Stochastic Target Problems.

Degree: PhD, Applied and Interdisciplinary Mathematics, 2016, University of Michigan

URL: http://hdl.handle.net/2027.42/135755

► This thesis is devoted to the application of stochastic Perron's method in stochastic target problems. In Chapters II-V, we study different stochastic target problems in…
(more)

Subjects/Keywords: Stochastic target problems; Stochastic Perron's method; Viscosity solutions; Mathematics; Science

…Mathematics Seminar, *University* *of* *Michigan*, September 3, 2014.
In Chapter V, we study two types of…

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APA (6^{th} Edition):

Li, J. (2016). Stochastic Perron for Stochastic Target Problems. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/135755

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

Li, Jiaqi. “Stochastic Perron for Stochastic Target Problems.” 2016. Doctoral Dissertation, University of Michigan. Accessed December 03, 2020. http://hdl.handle.net/2027.42/135755.

MLA Handbook (7^{th} Edition):

Li, Jiaqi. “Stochastic Perron for Stochastic Target Problems.” 2016. Web. 03 Dec 2020.

Vancouver:

Li J. Stochastic Perron for Stochastic Target Problems. [Internet] [Doctoral dissertation]. University of Michigan; 2016. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/2027.42/135755.

Council of Science Editors:

Li J. Stochastic Perron for Stochastic Target Problems. [Doctoral Dissertation]. University of Michigan; 2016. Available from: http://hdl.handle.net/2027.42/135755

11. Gayduk, Roman. Game-Theoretic Approach for Modeling Market Microstructure.

Degree: PhD, Mathematics, 2017, University of Michigan

URL: http://hdl.handle.net/2027.42/138688

► This thesis is devoted to investigating possible approaches to endogenous modeling of market microstructure of an auction-based exchange. In chapter II we develop the framework…
(more)

Subjects/Keywords: trading and market microstructure; mathematical finance; Mathematics; Science

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APA (6^{th} Edition):

Gayduk, R. (2017). Game-Theoretic Approach for Modeling Market Microstructure. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/138688

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

Gayduk, Roman. “Game-Theoretic Approach for Modeling Market Microstructure.” 2017. Doctoral Dissertation, University of Michigan. Accessed December 03, 2020. http://hdl.handle.net/2027.42/138688.

MLA Handbook (7^{th} Edition):

Gayduk, Roman. “Game-Theoretic Approach for Modeling Market Microstructure.” 2017. Web. 03 Dec 2020.

Vancouver:

Gayduk R. Game-Theoretic Approach for Modeling Market Microstructure. [Internet] [Doctoral dissertation]. University of Michigan; 2017. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/2027.42/138688.

Council of Science Editors:

Gayduk R. Game-Theoretic Approach for Modeling Market Microstructure. [Doctoral Dissertation]. University of Michigan; 2017. Available from: http://hdl.handle.net/2027.42/138688

12. Wu, Jingchen. Some Problems in Stochastic Control Theory Related to Inventory Management and Coarsening.

Degree: PhD, Applied and Interdisciplinary Mathematics, 2014, University of Michigan

URL: http://hdl.handle.net/2027.42/107311

► In this dissertation, we study two stochastic control problems arising from inventory management and coarsening. First, we study a stochastic production/inventory system with a finite…
(more)

Subjects/Keywords: Stochastic Control; Inventory Management; Coarsening; Industrial and Operations Engineering; Mathematics; Physics; Economics; Science; Engineering; Business

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APA (6^{th} Edition):

Wu, J. (2014). Some Problems in Stochastic Control Theory Related to Inventory Management and Coarsening. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/107311

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

Wu, Jingchen. “Some Problems in Stochastic Control Theory Related to Inventory Management and Coarsening.” 2014. Doctoral Dissertation, University of Michigan. Accessed December 03, 2020. http://hdl.handle.net/2027.42/107311.

MLA Handbook (7^{th} Edition):

Wu, Jingchen. “Some Problems in Stochastic Control Theory Related to Inventory Management and Coarsening.” 2014. Web. 03 Dec 2020.

Vancouver:

Wu J. Some Problems in Stochastic Control Theory Related to Inventory Management and Coarsening. [Internet] [Doctoral dissertation]. University of Michigan; 2014. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/2027.42/107311.

Council of Science Editors:

Wu J. Some Problems in Stochastic Control Theory Related to Inventory Management and Coarsening. [Doctoral Dissertation]. University of Michigan; 2014. Available from: http://hdl.handle.net/2027.42/107311

13. Huang, Yu-Jui. Topics in Stochastic Control with Applications to Finance.

Degree: PhD, Applied and Interdisciplinary Mathematics, 2013, University of Michigan

URL: http://hdl.handle.net/2027.42/99933

► This thesis is devoted to PDE characterization for stochastic control problems when the classical methodology of dynamic programming does not work. Under the framework of…
(more)

Subjects/Keywords: Stochastic Control; Optimal Stopping; Viscosity Solution; Elliptic Regularization; Weak Dynamic Programming; Covariance Uncertainty; Mathematics; Science

…Financial/Actuarial Mathematics Seminar at the *University* *of* *Michigan*
(September 16, 2010… …x29;, Workshop on Stochastic Analysis in Finance and Insurance
at the *University* *of* *Michigan*… …Seminar at the *University* *of* *Michigan* (September 29, 2011), and the
2012 SIAM…

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

APA (6^{th} Edition):

Huang, Y. (2013). Topics in Stochastic Control with Applications to Finance. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/99933

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

Huang, Yu-Jui. “Topics in Stochastic Control with Applications to Finance.” 2013. Doctoral Dissertation, University of Michigan. Accessed December 03, 2020. http://hdl.handle.net/2027.42/99933.

MLA Handbook (7^{th} Edition):

Huang, Yu-Jui. “Topics in Stochastic Control with Applications to Finance.” 2013. Web. 03 Dec 2020.

Vancouver:

Huang Y. Topics in Stochastic Control with Applications to Finance. [Internet] [Doctoral dissertation]. University of Michigan; 2013. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/2027.42/99933.

Council of Science Editors:

Huang Y. Topics in Stochastic Control with Applications to Finance. [Doctoral Dissertation]. University of Michigan; 2013. Available from: http://hdl.handle.net/2027.42/99933

14. Kravitz, Ross Daniel. Problems in Optimal Stopping and Control.

Degree: PhD, Mathematics, 2013, University of Michigan

URL: http://hdl.handle.net/2027.42/97789

► In this thesis, we study three separate problems, all of which relate to the optimal stopping and control of stochastic processes. The first problem, from…
(more)

Subjects/Keywords: Mathematics; Mathematical Finance; Sequential Analysis; Stochastic Processes; Mathematical Statistics; Probability; Mathematics; Science

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APA (6^{th} Edition):

Kravitz, R. D. (2013). Problems in Optimal Stopping and Control. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/97789

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

Kravitz, Ross Daniel. “Problems in Optimal Stopping and Control.” 2013. Doctoral Dissertation, University of Michigan. Accessed December 03, 2020. http://hdl.handle.net/2027.42/97789.

MLA Handbook (7^{th} Edition):

Kravitz, Ross Daniel. “Problems in Optimal Stopping and Control.” 2013. Web. 03 Dec 2020.

Vancouver:

Kravitz RD. Problems in Optimal Stopping and Control. [Internet] [Doctoral dissertation]. University of Michigan; 2013. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/2027.42/97789.

Council of Science Editors:

Kravitz RD. Problems in Optimal Stopping and Control. [Doctoral Dissertation]. University of Michigan; 2013. Available from: http://hdl.handle.net/2027.42/97789

University of Michigan

15. Linn, Matthew P. Nonlinear Filtering of Random Fields in the Presence of Long-Memory Noise and Related Problems in Stochastic Analysis.

Degree: PhD, Statistics, 2009, University of Michigan

URL: http://hdl.handle.net/2027.42/62312

► This dissertation develops new methods in nonlinear stochastic filtering theory in the plane where observations are corrupted by fractional Brownian sheet noise. We develop several…
(more)

Subjects/Keywords: Fractional Brownian Sheet; Nonlinear Filtering; Random Fields; Statistics and Numeric Data; Science

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APA (6^{th} Edition):

Linn, M. P. (2009). Nonlinear Filtering of Random Fields in the Presence of Long-Memory Noise and Related Problems in Stochastic Analysis. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/62312

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

Linn, Matthew P. “Nonlinear Filtering of Random Fields in the Presence of Long-Memory Noise and Related Problems in Stochastic Analysis.” 2009. Doctoral Dissertation, University of Michigan. Accessed December 03, 2020. http://hdl.handle.net/2027.42/62312.

MLA Handbook (7^{th} Edition):

Linn, Matthew P. “Nonlinear Filtering of Random Fields in the Presence of Long-Memory Noise and Related Problems in Stochastic Analysis.” 2009. Web. 03 Dec 2020.

Vancouver:

Linn MP. Nonlinear Filtering of Random Fields in the Presence of Long-Memory Noise and Related Problems in Stochastic Analysis. [Internet] [Doctoral dissertation]. University of Michigan; 2009. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/2027.42/62312.

Council of Science Editors:

Linn MP. Nonlinear Filtering of Random Fields in the Presence of Long-Memory Noise and Related Problems in Stochastic Analysis. [Doctoral Dissertation]. University of Michigan; 2009. Available from: http://hdl.handle.net/2027.42/62312

University of Michigan

16. Yang, Bo. Application of Perturbation Methods to Credit and Equity Derivatives.

Degree: PhD, Mathematics, 2008, University of Michigan

URL: http://hdl.handle.net/2027.42/61625

► This thesis studies the application of perturbation methods in developing and solving credit and equity derivative pricing models. Chapter II proposes a uniﬁed framework for…
(more)

Subjects/Keywords: Multi-scale Perturbation Methods; Derivative Pricing; Credit Risk; Spectral Expansions; Implied Volatility; Mathematics; Science

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APA (6^{th} Edition):

Yang, B. (2008). Application of Perturbation Methods to Credit and Equity Derivatives. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/61625

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

Yang, Bo. “Application of Perturbation Methods to Credit and Equity Derivatives.” 2008. Doctoral Dissertation, University of Michigan. Accessed December 03, 2020. http://hdl.handle.net/2027.42/61625.

MLA Handbook (7^{th} Edition):

Yang, Bo. “Application of Perturbation Methods to Credit and Equity Derivatives.” 2008. Web. 03 Dec 2020.

Vancouver:

Yang B. Application of Perturbation Methods to Credit and Equity Derivatives. [Internet] [Doctoral dissertation]. University of Michigan; 2008. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/2027.42/61625.

Council of Science Editors:

Yang B. Application of Perturbation Methods to Credit and Equity Derivatives. [Doctoral Dissertation]. University of Michigan; 2008. Available from: http://hdl.handle.net/2027.42/61625

University of Michigan

17. Zhao, Ou. Stationary Random Walks and Isotonic Regression.

Degree: PhD, Statistics, 2008, University of Michigan

URL: http://hdl.handle.net/2027.42/60867

► This thesis makes some contributions to the study of stationary processes, with a view towards applications to time series analysis. Ever since the work of…
(more)

Subjects/Keywords: Conditional Central Limit Theorem; Isotonic Regression; Law of the Iterated Logarithm; Martingale Approximations; Ergodic Theory; Markov Chains; Statistics and Numeric Data; Science

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

APA (6^{th} Edition):

Zhao, O. (2008). Stationary Random Walks and Isotonic Regression. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/60867

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

Zhao, Ou. “Stationary Random Walks and Isotonic Regression.” 2008. Doctoral Dissertation, University of Michigan. Accessed December 03, 2020. http://hdl.handle.net/2027.42/60867.

MLA Handbook (7^{th} Edition):

Zhao, Ou. “Stationary Random Walks and Isotonic Regression.” 2008. Web. 03 Dec 2020.

Vancouver:

Zhao O. Stationary Random Walks and Isotonic Regression. [Internet] [Doctoral dissertation]. University of Michigan; 2008. [cited 2020 Dec 03]. Available from: http://hdl.handle.net/2027.42/60867.

Council of Science Editors:

Zhao O. Stationary Random Walks and Isotonic Regression. [Doctoral Dissertation]. University of Michigan; 2008. Available from: http://hdl.handle.net/2027.42/60867