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Sayit, Hasanjan
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Résultats de recherche
A Bayesian Test of Independence for Two-way Contingency Tables Under Cluster Sampling
Mot-clé:
Surrogate samples; Bayes factor; Hierarchical Baye
Créateur:
Bhatta, Dilli
Advisor:
Nandram, Balgobin
Éditeur:
Worcester Polytechnic Institute
date créée:
2013-04-19
Resource Type:
Dissertation
Degree:
PhD
Unit (Department):
Mathematical Sciences
Asymptotic Methods for Stochastic Volatility Option Pricing: An Explanatory Study
Mot-clé:
asymptotic expansion
and
stochastic volatility option pricing
Créateur:
Chen, Lichen
Advisor:
Sayit, Hasanjan
Éditeur:
Worcester Polytechnic Institute
date créée:
2011-01-13
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Minimizing the Probability of Ruin in Exchange Rate Markets
Mot-clé:
optimal investment
,
stochastic calculus
, and
Stochastic Optimal Control
Créateur:
Chase, Tyler A.
Advisor:
Sayit, Hasanjan
Éditeur:
Worcester Polytechnic Institute
date créée:
2009-04-30
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
A Preliminary View of Calculating Call Option Prices Utilizing Stochastic Volatility Models
Mot-clé:
Option Pricing
,
Stochastic volatility
, and
CIR Model
Créateur:
shen, karl
Advisor:
Sayit, Hasanjan
Éditeur:
Worcester Polytechnic Institute
date créée:
2009-04-29
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
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Masters Reports
2
PhD Dissertations
1
Masters Theses
1
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Current results range from
2009
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2013
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Créateur
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
[remove]
4
Sedransk, Joseph
1
Unit (Department)
Mathematical Sciences
4
Éditeur
Worcester Polytechnic Institute
4
Type de ressource
Report
2
Dissertation
1
Thesis
1