Portfolio Optimization in a Regime Switching Jump Diffusion with Delay Market Model
Dennis G. Llemit
Presenter
Jose Maria L. Escaner IV, Ph.D.
Adviser
Polly W. Sy, D. Sc.
Reynaldo Romualdo M. Rey, Ph.D.
Readers
Jasmine-Mae S. Luy, Ph.D.
Fredegusto Guido P. David, Ph.D.
Examiners
26 August 2021 (Thursday) 3:00 pm
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