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Skip to Search Results- 7Frei, Christoph (Mathematical and Statistical Sciences)
- 7Kong, Linglong (Mathematical and Statistical Sciences)
- 7Lewis, Mark (Mathematical and Statistical Sciences)
- 6Han, Bin (Mathematical and Statistical Sciences)
- 6Hillen, Thomas (Mathematical and Statistical Sciences)
- 6Mizera, Ivan (Mathematical and Statistical Sciences)
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Spring 2014
In this thesis, we construct a non-local transport model that describes the evolution of microtubules (MTs) as they interact with motor proteins. MTs, whose organization is crucial for normal cellular development, have been found to organize into various patterns in vitro and in vivo through...
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Spring 2010
The purpose of this thesis is to give a classification of anisotropic algebraic groups over number fields of higher real rank. This will complete the classification of algebraic groups over number fields of higher real rank, which was begun by V. Chernousov, L. Lifschitz and D.W. Morris in their...
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Fall 2021
In this note we present a construction which improves the best known bound on the minimal dispersion of large volume boxes in the unit cube. The dispersion of a subset of the cube is the supremal volume over all axis parallel boxes in the cube which do not intersect the given subset. The minimal...
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Minimal Hellinger Deflators and HARA Forward Utilities with Applications: Hedging with Variable Horizon
DownloadFall 2013
This thesis develops three major essays on the topic of horizon-dependence for optimal portfolio. The first essay contributes extensively to the newest concept of forward utilities. In this essay, we describe explicitly three classes of forward utilities--that we call HARA forward utilities--as...
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Fall 2012
This dissertation first reviews the construction of an optimal design for a straight linear regression model with uncorrelated errors when the experimenter seeks protection against the biases which will accrue if her straight line model is slightly erroneous. The optimal design is derived from...
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Fall 2018
The thesis deals with the problem of minimization of Conditional Value at Risk within the context of Margrabe market under constraints on the initial capital available. We propose to approximate the distribution of the difference between two lognormal random variables using normal distribution...