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2013
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Barrier Option Pricing under SABR Model Using Monte Carlo Methods
Keyword:
SABR
,
Black-Scholes
,
Monte Carlo
, and
Barrier Option
Creator:
Hu, Junling
Advisor:
Sturm, Stephan
Publisher:
Worcester Polytechnic Institute
Date Created:
2013-05-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
3-Dimensional Model and Simulations of Sperm Movement
Keyword:
Chemotaxis
,
sperm movement
,
Simulation
, and
off-lattice
Creator:
Zhang, Yunyun
Advisor:
Olson, Sarah D
Publisher:
Worcester Polytechnic Institute
Date Created:
2013-04-24
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
A Multi-level Model for Analysing Whole Genome Sequencing Family Data with Longitudinal Traits
Keyword:
Whole Genome Sequencing
,
Longitudinal Traits
, and
Multi-level Model
Creator:
Chen, Taoye
Advisor:
Wu, Zheyang
Publisher:
Worcester Polytechnic Institute
Date Created:
2013-04-24
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
A Goodness-of-fit Association Test for Whole Genome Sequencing Data
Keyword:
genotype
,
GOFT
, and
SKAT
Creator:
Yang, Li
Advisor:
Wu, Zheyang
Publisher:
Worcester Polytechnic Institute
Date Created:
2013-04-25
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
The Effects of a Navier-Slip Boundary Condition on the Flow of Two Immiscible Fluids in a Microchannel
Keyword:
lubrication analysis
,
laminar fluid flow
, and
linear stability
Creator:
Fisher, Charles Edward
Advisor:
Tilley, Burt S.
Publisher:
Worcester Polytechnic Institute
Date Created:
2013-04-25
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
The EM Algorithm in Multivariate Gaussian Mixture Models using Anderson Acceleration
Keyword:
EM algorithm
and
Anderson acceleration
Creator:
Plasse, Joshua H
Advisor:
Walker, Homer F.
Publisher:
Worcester Polytechnic Institute
Date Created:
2013-04-25
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
A Modified Clenshaw-Curtis Quadrature Algorithm
Keyword:
Quadrature
,
Clenshaw-Curtis
, and
Chebyshev Polynomials
Creator:
Barden, Jeffrey M.
Advisor:
Humi, Mayer
Publisher:
Worcester Polytechnic Institute
Date Created:
2013-04-24
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Leveraging User Testing to Address Learnability Issues for Teachers Using ASSISTments
Keyword:
A/B Testing
,
assistments
,
user interface
,
usability
,
controlled experiment
, and
User Testing
Creator:
Bodah, Joshua
Advisor:
Heffernan, Neil
Publisher:
Worcester Polytechnic Institute
Date Created:
2013-04-19
Resource Type:
Report
Degree:
MS
Unit (Department):
Computer Science
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