Skip to Content
Toggle navigation
Home
Browse
Browse by Collection
Browse by Project Center
Browse Exhibits
About
About Us
Help
Login
Explore, Discover, Share
Search
Advanced search
Search Constraints
Start Over
Filtering by:
Committee
Sayit, Hasanjan
Remove constraint Committee: Sayit, Hasanjan
1
-
4
of
4
Sort by relevance
relevance
date uploaded ▼
date uploaded ▲
date modified ▼
date modified ▲
Number of results to display per page
10 per page
10
per page
20
per page
50
per page
100
per page
View results as:
List
Gallery
Masonry
Slideshow
Download search results to .CSV file
Search Results
Add to Category
Remove From Category
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
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
Toggle facets
Limit your search
Collections
Masters Reports
2
PhD Dissertations
1
Masters Theses
1
Year
Year range begin
–
Year range end
Current results range from
2009
to
2013
View distribution
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
4
Sedransk, Joseph
1
Unit (Department)
Mathematical Sciences
4
Publisher
Worcester Polytechnic Institute
4
Resource type
Report
2
Dissertation
1
Thesis
1