Ha-Young Kim
Original record- Institution
- Purdue University
- Year
- 2010
- Country
- United States
- MGP identifier
- 181966
Dissertation: Lyapunov exponents for stochastic Anderson models with non-Gaussian noise; portfolio optimization in discrete time with proportional transaction costs under stochastic volatility.
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1
- Frederi G. ViensUniversity of California, Irvine · 1996
Students 0
No students recorded in this snapshot.