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Stony Brook Theses and Dissertations
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Applied mathematics (14)
Statistics (2)
130-30 Fund, Fisher Information, Log Band Fraction, Long Only Portfolio, Low Volatility Strategy (1)
alpha-EM algorithm, band fraction representation, conjugate gradient acceleration, factor model, mixture of factor models, semiseparable factorization (1)
American option pricing, front tracking, GPU, parachute simulation, partial differential equations (1)
Back testing, Dynamic volatility process, Regime Switching model (1)
Bayesian Filtering Estimation (1)
Compensator, continuous-time Markov decision process, Jump Markov process, Kolmogorov's equation, Markov policies (1)
cross-sectional volatility, EH model, EM algorithm, factor model, Jeffrey's Prior, spike phenomenon (1)
default risk, free-boundary problem, intensity model, option price, stochastic control, time-varying coefficients (1)
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