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problem in a stochastic setting. By combining these different techniques, the candidate will work on using sophisticated quantitative models for important financial and economic issues. After the program
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methods, and to use techniques from (stochastic) analysis to study limiting properties. The PhD candidate will acquire skills that are broadly applicable in combinatorics and analysis, and in discrete and
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asset allocation problem in a stochastic setting. By combining these different techniques, the candidate will work on using sophisticated quantitative models for important financial and economic issues
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and apply analysis and numerical techniques to solve a corresponding optimal asset allocation problem in a stochastic setting. By combining these different techniques, the candidate will work on using
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research requires the PhD candidate to develop new combinatorial sampling methods, and to use techniques from (stochastic) analysis to study limiting properties. The PhD candidate will acquire skills
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structure evolves over time). This research requires the PhD candidate to develop new combinatorial sampling methods, and to use techniques from (stochastic) analysis to study limiting properties. The PhD