Browsing by Advisor "Ghosh, Mrinal Kanti"
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(2016-04-25)Recently, the financial world witnessed a series of major defaults by several institutions and investment banks. Therefore, it is not at all surprising that credit risk analysis have turned out to be one of the most important ...
(2018-04-06)In this thesis we investigate single and multi-player stochastic dynamic optimization prob-lems. We consider both discrete and continuous time processes. In the multi-player setup we investigate zero-sum games with both ...