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Wang, Gu
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Stochastic Controls in Competitions and Mean Field Games
Keyword:
Mutual Funds
,
Mean Field Games
,
Game Theory
,
Nash Equilibrium
,
Tax
, and
Stochastic Controls
Creator:
Ye, Jiaxuan
Advisor:
Sturm, Stephan
and
Wang, Gu
Publisher:
Worcester Polytechnic Institute
Date Created:
2022-04-26
Resource Type:
Dissertation
Degree:
PhD
Unit (Department):
Mathematical Sciences
In the Wake of the Financial Crisis - Regulators' and Investors' Perspectives
Keyword:
financial crisis
,
contagion
,
systemic risk
,
backward stochastic differential equations
,
value adjustments
,
interbank networks
,
Eisenberg–Noe clearing vector
,
option pricing
,
arbitrage pricing
, and
sensitivity analysis
Creator:
Pang, Weijie
Advisor:
Sturm, Stephan
Publisher:
Worcester Polytechnic Institute
Date Created:
2019-04-23
Resource Type:
Dissertation
Degree:
PhD
Unit (Department):
Mathematical Sciences
Hedge Funds' Performance Fees and Investments
Keyword:
Moral Hazard
,
High-water Mark
, and
Hedge Fund
Creator:
Gong, Yuhui
Advisor:
Wang, Gu
Publisher:
Worcester Polytechnic Institute
Date Created:
2017-04-27
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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Creator
Gong, Yuhui
1
Pang, Weijie
1
Ye, Jiaxuan
1
Advisor
Sturm, Stephan
2
Wang, Gu
2
Contributor
Capponi, Agostino
1
Cialenco, Igor
1
Sturm, Stephan
2
Wang, Gu
[remove]
3
Unit (Department)
Mathematical Sciences
3
Publisher
Worcester Polytechnic Institute
3
Resource type
Dissertation
2
Report
1