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Wang, Gu
Entfernen Zwang Contributor: Wang, Gu
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PhD Dissertations
Entfernen Zwang Collections: PhD Dissertations
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Stochastic Controls in Competitions and Mean Field Games
Stichwort:
Mutual Funds
,
Mean Field Games
,
Game Theory
,
Nash Equilibrium
,
Tax
, and
Stochastic Controls
Schöpfer:
Ye, Jiaxuan
Advisor:
Sturm, Stephan
and
Wang, Gu
Herausgeber:
Worcester Polytechnic Institute
Datum erstellt:
2022-04-26
Resource Type:
Dissertation
Degree:
PhD
Unit (Department):
Mathematical Sciences
In the Wake of the Financial Crisis - Regulators' and Investors' Perspectives
Stichwort:
financial crisis
,
contagion
,
systemic risk
,
backward stochastic differential equations
,
value adjustments
,
interbank networks
,
Eisenberg–Noe clearing vector
,
option pricing
,
arbitrage pricing
, and
sensitivity analysis
Schöpfer:
Pang, Weijie
Advisor:
Sturm, Stephan
Herausgeber:
Worcester Polytechnic Institute
Datum erstellt:
2019-04-23
Resource Type:
Dissertation
Degree:
PhD
Unit (Department):
Mathematical Sciences
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Collections
PhD Dissertations
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2
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2022
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Schöpfer
Pang, Weijie
1
Ye, Jiaxuan
1
Advisor
Sturm, Stephan
2
Wang, Gu
1
Contributor
Capponi, Agostino
1
Cialenco, Igor
1
Sturm, Stephan
2
Wang, Gu
[remove]
2
Unit (Department)
Mathematical Sciences
2
Herausgeber
Worcester Polytechnic Institute
2
Ressourcentyp
Dissertation
2