Browse Dissertations and Theses - Mathematics by Contributor "Feng, Liming"

  • Xiao, Li (2011-08-25)
    In this thesis, we study the behavior of bankrupt stocks. Bankrupt stock is a special case of the Hard-to-Borrow stocks. Besides the general nice feature of the Hard-to-borrow feedback for the buy-in demand, the bankrupt ...

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  • Lin, Xiong (2011-01-21)
    This thesis is devoted to the study of the Hilbert transform and its applications in computational finance. We will show in this thesis that under some mild conditions, the Hilbert transform can be approximated by the ...

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  • Lu, Qu (2016-07-12)
    In this thesis we consider two types of non-symmetric processes, which are similar to the symmetric α-stable process. We derive sharp estimates for the eigenfunctions of the Feynman- Kac semigroups of these two types of ...

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  • Chen, Ao (2011-08-26)
    This thesis is to study the expected difference of the continuous supremum and discrete maximum of a Lévy process that is often used in finance. We will show that the expected difference is a quantity that highly depends ...

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