R.M. COX: Stationary and Discounted Control of Diffusion Processes, September 1984.
F.M. BALDURSSON: Topics in Singular Stochastic Control and Optimal Stopping, April 1985.
P. LAKNER: Consumption/Investment and Equilibrium in the Presence of Several Commodities, February 1989.
X.X. XUE: Martingale Representation Results for Levy Processes with Applications, May 1991.
J. CVITANIC: Convex Duality Methods for Constrained Stochastic Optimization, May 1992.
A. CADENILLAS: Contributions to the Stochastic Version of Pontryagin's Maximum Principle, May 1992.
S.G. KOU : Pricing Contingent Claims under Constraints, May 1995.
I. PIKOVSKY: Anticipative Stochastic Analysis and Control, May 1995.
X. ZHAO : Bayesian Adaptive Portfolio Optimization, December 1998.
C. HOU : Some Approximation Issues in the Mathematics of Finance, February 2000.
H. WANG : Topics in Stochastic Control with Discretionary Stopping, April 2000.
K. KAMIZONO: Partial Hedging under Proportional Transaction Costs, May 2001.
S. DAYANIK: Contributions to the Theory of Optimal Stopping for One-Dimensional Diffusions, April 2002. Winner of the 2002 George E. Nicholson Student Paper Competition.
G. ZITKOVIC: Optimization Problems from Investment and Random Endowment in Incomplete Semimartingale Markets, December 2002.
I.M. ZAMFIRESCU: Optimal Stopping Under Model Uncertainty, May 2003.
C. KARDARAS: The Numeraire Portfolio and Arbitrage in Semimartingale Models of Financial Markets. December 2005.
SOUMIK PAL: On Capital Requirements and Optimal Strategies to Achieve Acceptability. May 2006.
NIKOLAOS ENGLEZOS: Aspects of Utility Maximization with Habit-Formation: Dynamic Programming and Stochastic PDE’s. February 2007.
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