Now showing items 1-3 of 3

    • General Quadratic Risk Minimization: a Variational Approach 

      Zhu, Dian (University of Waterloo, 2016-07-05)
      Mean-variance portfolio selection and mean-variance hedging are mainstream research topics in mathematical nance, which can be subsumed within the framework of a general problem of quadratic risk minimization. We study ...
    • Hedging in a Financial Market with Regime-Switching 

      Gomes, Adam Daniel (University of Waterloo, 2021-10-06)
      It is well-known that in the complete standard financial market model driven solely by Brownian motion, one can always hedge a given contingent claim starting from an appropriate initial wealth. In other words, there always ...
    • Periodic Adaptive Control for First-Order Discrete-Time Plants 

      Kanabar, Swapnil (University of Waterloo, 2016-10-24)
      In adaptive control the goal is to deal with systems that have unknown and/or time- varying parameters. An adaptive controller typically consists of an LTI compensator together with an identifier or a tuner which is used ...


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