Ph.D. Dissertations - Xin Guo

Mean field games with singular controls of bounded velocity

Joon Lee [2017]

Linking Historical Market Crashes: A Market Microstructure Model and Statistical Evidence

Yuan Mao [2015]

Optimal Placement and Dynamics of Order Positions with Related Queues in the Limit Order Book

Zhao Ruan [2015]

On Sannikov's Continuous-Time Principal-Agent Problem

Sin-Man Choi [2014]

Initial Production Capacity Investments for Commercializing Pharmaceutical Products

Ming Yuen [2012]

Corporate Default Prediction

Xingwei Wu [2011]

Optimal Execution Strategy: Price Impact and Transaction Cost

Mauricio Junca Pelaez [2011]

Graphical Modles for Correlated Defaults

Ismail Filiz [2008]