Ronnie Loeffen – Supervised Work — Research Explorer The University of Manchester

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Student theses

6 results
- Title
- Award date(ascending)

OPTIMAL STOPPING FOR PAIRS TRADING STRATEGIES
Author: Bian, Z., 31 Dec 2023
Supervisor: Peskir, G. (Supervisor) & Loeffen, R. (Supervisor)
Student thesis: Phd

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Optimal Mean-Variance Portfolio Selection
Author: Xu, J., 1 Aug 2021
Supervisor: Peskir, G. (Supervisor) & Loeffen, R. (Supervisor)
Student thesis: Phd

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Optimal control of taxation for spectrally negative Levy processes
Author: Al Ghanim, D., 1 Aug 2021
Supervisor: Loeffen, R. (Supervisor) & Watson, A. R. (Supervisor)
Student thesis: Phd

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Optimal exposure strategies in insurance
Author: Martínez Sosa, J., 1 Aug 2019
Supervisor: Van Schaik, K. (Supervisor) & Loeffen, R. (Supervisor)
Student thesis: Phd

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EARLY EXERCISE OPTIONS WITH DISCONTINUOUS PAYOFF
Author: Gao, M., 1 Aug 2018
Supervisor: Peskir, G. (Supervisor) & Loeffen, R. (Supervisor)
Student thesis: Phd

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Stochastic Heat Equations with Markovian Switching
Author: Fan, Q., 1 Aug 2017
Supervisor: Zhang, T. (Supervisor) & Loeffen, R. (Supervisor)
Student thesis: Phd

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