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Committee
Sayit, Hasanjan
删除限定条件 Committee: Sayit, Hasanjan
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Asymptotic Methods for Stochastic Volatility Option Pricing: An Explanatory Study
关键词:
asymptotic expansion
and
stochastic volatility option pricing
创造者:
Chen, Lichen
Advisor:
Sayit, Hasanjan
出版者:
Worcester Polytechnic Institute
创建日期:
2011-01-13
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Minimizing the Probability of Ruin in Exchange Rate Markets
关键词:
optimal investment
,
stochastic calculus
, and
Stochastic Optimal Control
创造者:
Chase, Tyler A.
Advisor:
Sayit, Hasanjan
出版者:
Worcester Polytechnic Institute
创建日期:
2009-04-30
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
A Preliminary View of Calculating Call Option Prices Utilizing Stochastic Volatility Models
关键词:
Option Pricing
,
Stochastic volatility
, and
CIR Model
创造者:
shen, karl
Advisor:
Sayit, Hasanjan
出版者:
Worcester Polytechnic Institute
创建日期:
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
关键词:
Surrogate samples; Bayes factor; Hierarchical Baye
创造者:
Bhatta, Dilli
Advisor:
Nandram, Balgobin
出版者:
Worcester Polytechnic Institute
创建日期:
2013-04-19
Resource Type:
Dissertation
Degree:
PhD
Unit (Department):
Mathematical Sciences
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Collections
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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创造者
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
出版者
Worcester Polytechnic Institute
4
资源类型
Report
2
Dissertation
1
Thesis
1