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1
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Essays on optimal investment in mathematical finance

  • Yifei Zhong
  • 2012
2
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Pricing exotic options using improved strong convergence

  • Klaus E. Schmitz Abe
  • 2008
3
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Topics in portfolio choice: qualitative properties, time consistency and investment under model uncertainty

  • Sigrid Kallblad
  • 2014
4
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Modelling price dynamics through fundamental relationships in electricity and other energy markets

  • Michael Coulon
  • 2009
5
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Order book models, signatures and numerical approximations of rough differential equations

  • Arend Janssen
  • 2012
6
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Optimal decisions in finance: passport options and the bonus problem

  • Antony Penaud
  • 2000
7
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Price modelling and asset valuation in carbon emission and electricity markets

  • Daniel Christopher Schwarz
  • 2012
8
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A Bayesian approach to financial model calibration, uncertainty measures and optimal hedging

  • Alok Gupta
  • 2010
9
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Stochastic modeling and methods for portfolio management in cointegrated markets

  • Bahman Angoshtari
  • 2014
10
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Numerical methods for approximating solutions to rough differential equations

  • Lajos Gergely Gyurko
  • 2008
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