Numerical Studies for CVA with DWR and Portfolio Optimization with Mixed Normal Distribution

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Title: Numerical Studies for CVA with DWR and Portfolio Optimization with Mixed Normal Distribution
Author: Li, Le
Advisors: Wei Chen, Co-Chair
Tao Pang, Co-Chair
Zhilin Li, Graduate School Representative
Negash Medhin, Member
Min Kang, Member
Date: 2015-11-02
Degree: Doctor of Philosophy
Discipline: Operations Research
URI: http://www.lib.ncsu.edu/resolver/1840.16/10775


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