grant

Discovery Projects - Grant ID: DP130103517 [ 2013 - 2015 ]

Research Grant

[Cite as http://purl.org/au-research/grants/arc/DP130103517]

Researchers Prof Robert Elliott; A/Prof Tak Kuen Siu; A/Prof Shige Peng

Brief description This project will develop novel theories and methods for nonlinear risk management based on nonlinear expectations and Backward Stochastic Differential Equations. The expected outcomes of the project will place Australia in the forefront and the leading position of these fields.

Funding Amount $405,000

Funding Scheme Discovery Projects

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