Minglian Lin
Ph.D. North Dakota State University 2025

Dissertation:
Lévy process driven analysis of optimal portfolio and Value-at-Risk estimation with applications to commodity markets
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Indranil SenGupta
No students known.
If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 333198 for the advisor ID.