Ha-Young Kim


Ph.D. Purdue University 2010 UnitedStates
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. Viens

No students known.

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