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You searched for +publisher:"University of Michigan" +contributor:("Bayraktar, Erhan"). Showing records 1 – 17 of 17 total matches.

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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

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

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