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1.
Hurst parameter estimation of a discretely sampled ito integral with fractional Brownian motion driven integrand
by Flynn, Christopher R., Ph.D.  Stevens Institute of Technology. 2015: 294 pages; 10113763.
2.
Three essays on econometrics
by Choi, Yongok, Ph.D.  Indiana University. 2012: 138 pages; 3522622.
3.
Three essays on investments and time series econometrics
by Brooks, Joshua Andrew, Ph.D.  The University of Alabama. 2015: 143 pages; 3711188.
4.
Discrete time stochastic volatility model
by Tang, Guojing, Ph.D.  University of Maryland, College Park. 2009: 99 pages; 3359756.
5.
Essays in financial economics
by Cheung, Sze Wah Sam, Ph.D.  Columbia University. 2008: 136 pages; 3317644.
6.
The predictability of overnight information
by Zhong, Zhuo, M.Sc.  Singapore Management University (Singapore). 2008: 51 pages; 1494108.
7.
Cellular Automata in financial applications
by Gao, Yuying, Ph.D.  University of California, Riverside. 2008: 172 pages; 3305677.
8.
Essays on Volatility Risk, Asset Returns and Consumption-Based Asset Pricing
by Kim, Young Il, Ph.D.  The Ohio State University. 2008: 196 pages; 10631107.
9.
On the Calibration of the LIBOR Market Model
by Lagunzad, Demelinda U., M.Sc.  Singapore Management University (Singapore). 2007: 95 pages; 1483217.
10.
Three Essays in Asset Pricing
by Bandara, Wachindra, Ph.D.  The George Washington University. 2013: 179 pages; 3610429.
11.
Expected equity option returns
by Zhang, Xue, M.Sc.  Singapore Management University (Singapore). 2009: 90 pages; 1489323.
12.
Functional Itô calculus and applications
by Fournie, David-Antoine, Ph.D.  Columbia University. 2010: 138 pages; 3420880.
13.
New methods in theory & applications of nonlinear filtering
by Papanicolaou, Andrew, Ph.D.  Brown University. 2010: 136 pages; 3430207.
14.
Studies on optimal trade execution
by Sepin, Tardu Selim, Ph.D.  Princeton University. 2015: 122 pages; 3682773.
15.
Optimal Inventory Strategy under Risk: A Contingent Claims Approach
by Klebe, Jesse Daniel, M.S.  North Dakota State University. 2019: 254 pages; 13859074.
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Interest rate uncertainty and stock market volatility
by Xu, Jincai, M.Sc.  Singapore Management University (Singapore). 2007: 52 pages; 1489321.
18.
Flexible management of transportation networks under uncertainty
by Chow, Joseph Ying Jun, Ph.D.  University of California, Irvine. 2010: 256 pages; 3397133.
19.
The cross-section of stock return and volatility
by Han, Hongchao, M.Sc.  Singapore Management University (Singapore). 2008: 64 pages; 1478224.
20.
A Macro-Finance Approach to Sovereign Debt Spreads and Returns
by Tourre, Fabrice, Ph.D.  The University of Chicago. 2017: 142 pages; 10600193.
21.
Affine processes in finance: Numerical approximation, simulation and model properties
by Kim, Kyoung-Kuk, Ph.D.  Columbia University. 2008: 187 pages; 3333483.
22.
Accruals Quality and Firm Value
by Kiriukhin, Oleg, Ph.D.  The University of Chicago. 2018: 89 pages; 10817494.
24.
The Method of Batch Inference for Multivariate Diffusions
by Lysy, Martin, Ph.D.  Harvard University. 2012: 120 pages; 3495622.
25.
Structural changes in North American fertilizer logistics
by Shakya, Sumadhur, Ph.D.  North Dakota State University. 2014: 348 pages; 3630982.
26.
Efficient optimization algorithms for pricing energy derivatives and standard vanilla options
by Ryabchenko, Valeriy V., Ph.D.  University of Florida. 2008: 136 pages; 3381472.
27.
Impacts of renewable fuel regulation and production on agriculture, energy, and welfare
by McPhail, Lihong Lu, Ph.D.  Iowa State University. 2010: 117 pages; 3403859.
28.
Stochastic particle tracking modeling for sediment transport in open channel flows
by Oh, Jungsun, Ph.D.  State University of New York at Buffalo. 2011: 182 pages; 3460786.
29.
Essays on the U.S. Labor Market
by French, Matthew D., Ph.D.  Vanderbilt University. 2017: 113 pages; 13917121.
30.
Essays on the Macroeconomic Effects of the Underground Sector
by Granda Carvajal, Catalina, Ph.D.  University of Connecticut. 2011: 153 pages; 3492162.
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