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Sayit, Hasanjan
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A Bayesian Test of Independence for Two-way Contingency Tables Under Cluster Sampling
Keyword:
Surrogate samples; Bayes factor; Hierarchical Baye
Creator:
Bhatta, Dilli
Advisor:
Nandram, Balgobin
Publisher:
Worcester Polytechnic Institute
Date Created:
2013-04-19
Resource Type:
Dissertation
Degree:
PhD
Unit (Department):
Mathematical Sciences
Asymptotic Methods for Stochastic Volatility Option Pricing: An Explanatory Study
Keyword:
asymptotic expansion
and
stochastic volatility option pricing
Creator:
Chen, Lichen
Advisor:
Sayit, Hasanjan
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-01-13
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Minimizing the Probability of Ruin in Exchange Rate Markets
Keyword:
optimal investment
,
stochastic calculus
, and
Stochastic Optimal Control
Creator:
Chase, Tyler A.
Advisor:
Sayit, Hasanjan
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-04-30
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
A Preliminary View of Calculating Call Option Prices Utilizing Stochastic Volatility Models
Keyword:
Option Pricing
,
Stochastic volatility
, and
CIR Model
Creator:
shen, karl
Advisor:
Sayit, Hasanjan
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-04-29
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
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Creator
Bhatta, Dilli
1
Chase, Tyler A.
1
Chen, Lichen
1
shen, karl
1
Advisor
Nandram, Balgobin
1
Sayit, Hasanjan
3
Contributor
Choi, Jai Won
1
Haughton, Dominique
1
Nandram, Balgobin
1
Sayit, Hasanjan
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4
Sedransk, Joseph
1
Unit (Department)
Mathematical Sciences
4
Publisher
Worcester Polytechnic Institute
4
Resource type
Report
2
Dissertation
1
Thesis
1