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Filtering by: Keyword option pricing Collections PhD Dissertations Publisher Worcester Polytechnic Institute

Keyword:: financial crisis, contagion, systemic risk, backward stochastic differential equations, value adjustments, interbank networks, Eisenbergâ€“Noe clearing vector, option pricing, arbitrage pricing, and sensitivity analysis
Creator:: Pang, Weijie
Advisor:: Sturm, Stephan
Publisher:: Worcester Polytechnic Institute
Date Created:: 2019-04-23
Resource Type:: Dissertation
Degree:: PhD
Unit (Department):: Mathematical Sciences

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