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http://arks.princeton.edu/ark:/88435/dsp01k35696435| Title: | Maximizing Expected Logarithmic Utility in a Regime-Switching Model with Inside Information |
| Authors: | Tay, Kenneth Jingyi |
| Advisors: | van Handel, Ramon |
| Contributors: | Calderbank, Robert |
| Department: | Mathematics Operations Research and Financial Engineering |
| Class Year: | 2010 |
| Extent: | 88 Pages |
| Format: | Contains color or special media |
| Other Identifiers: | 24428 |
| URI: | http://arks.princeton.edu/ark:/88435/dsp01k35696435 |
| Location : | This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu. |
| Type of Material: | Princeton University Senior Theses |
| Appears in Collections: | Mathematics, 1934-2023 Operations Research and Financial Engineering, 2000-2023 |
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