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dc.contributor.authorZhang, Liangliangen_US
dc.date.accessioned2018-01-25T20:17:57Z
dc.date.available2018-01-25T20:17:57Z
dc.date.issued2017
dc.identifier.urihttps://hdl.handle.net/2144/26430
dc.description.abstractIn this thesis, we provide convergent numerical solutions to non-linear forward-BSDEs (Backward Stochastic Differential Equations). Applications in mathematical finance, financial economics and financial econometrics are discussed. Numerical examples show the effectiveness of our methods.en_US
dc.language.isoen_US
dc.subjectFinanceen_US
dc.subjectFBSDEen_US
dc.subjectMollifiersen_US
dc.subjectOrthogonal polynomial expansionen_US
dc.subjectPortfolio choice with incomplete marketsen_US
dc.subjectTaylor expansionen_US
dc.subjectTransition density approximationen_US
dc.titleEssays on numerical solutions to forward-backward stochastic differential equations and their applications in financeen_US
dc.typeThesis/Dissertationen_US
dc.date.updated2017-10-30T22:11:00Z
etd.degree.nameDoctor of Philosophyen_US
etd.degree.leveldoctoralen_US
etd.degree.disciplineMathematical Financeen_US
etd.degree.grantorBoston Universityen_US


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