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You searched for `+publisher:"University of Kansas" +contributor:("Hu, Yaozhong")`

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University of Kansas

1. Wang, Peixin. Application of stochastic differential equations to option pricing.

Degree: MA, Mathematics, 2016, University of Kansas

URL: http://hdl.handle.net/1808/21914

► The financial world is a world of random things and unpredictable events. Along with the innovative development of diversity and complexity in modern financial market,…
(more)

Subjects/Keywords: Mathematics; Applied mathematics; Black-Scholes model; BSDE; Mathematica; optimal cotrol; option pricing; stochastic differential equation

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Wang, P. (2016). Application of stochastic differential equations to option pricing. (Masters Thesis). University of Kansas. Retrieved from http://hdl.handle.net/1808/21914

Chicago Manual of Style (16^{th} Edition):

Wang, Peixin. “Application of stochastic differential equations to option pricing.” 2016. Masters Thesis, University of Kansas. Accessed October 18, 2017. http://hdl.handle.net/1808/21914.

MLA Handbook (7^{th} Edition):

Wang, Peixin. “Application of stochastic differential equations to option pricing.” 2016. Web. 18 Oct 2017.

Vancouver:

Wang P. Application of stochastic differential equations to option pricing. [Internet] [Masters thesis]. University of Kansas; 2016. [cited 2017 Oct 18]. Available from: http://hdl.handle.net/1808/21914.

Council of Science Editors:

Wang P. Application of stochastic differential equations to option pricing. [Masters Thesis]. University of Kansas; 2016. Available from: http://hdl.handle.net/1808/21914

University of Kansas

2. Teney, Alexander. Essays on Government Spending and Employment.

Degree: PhD, Economics, 2016, University of Kansas

URL: http://hdl.handle.net/1808/21905

► In Chapter 1, I examine the "twin deficits" hypothesis in a new light by pooling data from highly developed open economies to create a representative…
(more)

Subjects/Keywords: Economics; Current account; Fiscal policy; Goverment spending; Labor supply; Unemployment duration

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Teney, A. (2016). Essays on Government Spending and Employment. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/21905

Chicago Manual of Style (16^{th} Edition):

Teney, Alexander. “Essays on Government Spending and Employment.” 2016. Doctoral Dissertation, University of Kansas. Accessed October 18, 2017. http://hdl.handle.net/1808/21905.

MLA Handbook (7^{th} Edition):

Teney, Alexander. “Essays on Government Spending and Employment.” 2016. Web. 18 Oct 2017.

Vancouver:

Teney A. Essays on Government Spending and Employment. [Internet] [Doctoral dissertation]. University of Kansas; 2016. [cited 2017 Oct 18]. Available from: http://hdl.handle.net/1808/21905.

Council of Science Editors:

Teney A. Essays on Government Spending and Employment. [Doctoral Dissertation]. University of Kansas; 2016. Available from: http://hdl.handle.net/1808/21905

University of Kansas

3. Su, Chen. Some Studies on Parameter Estimations.

Degree: PhD, Mathematics, 2016, University of Kansas

URL: http://hdl.handle.net/1808/21898

► Parameter estimation has wide applications in such fields as finance, biological science, weather prediction, oil deposit detection, etc. Researchers are particularly interested in reconstructing some…
(more)

Subjects/Keywords: Mathematics; Bayesian methods; implicit sampling; inverse problems; maximum likelihood estimator; stochastic differential equations

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Su, C. (2016). Some Studies on Parameter Estimations. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/21898

Chicago Manual of Style (16^{th} Edition):

Su, Chen. “Some Studies on Parameter Estimations.” 2016. Doctoral Dissertation, University of Kansas. Accessed October 18, 2017. http://hdl.handle.net/1808/21898.

MLA Handbook (7^{th} Edition):

Su, Chen. “Some Studies on Parameter Estimations.” 2016. Web. 18 Oct 2017.

Vancouver:

Su C. Some Studies on Parameter Estimations. [Internet] [Doctoral dissertation]. University of Kansas; 2016. [cited 2017 Oct 18]. Available from: http://hdl.handle.net/1808/21898.

Council of Science Editors:

Su C. Some Studies on Parameter Estimations. [Doctoral Dissertation]. University of Kansas; 2016. Available from: http://hdl.handle.net/1808/21898

University of Kansas

4. Hu, Guannan. Fractional Diffusion in Gaussian Noisy Environment.

Degree: PhD, Mathematics, 2015, University of Kansas

URL: http://hdl.handle.net/1808/21696

► Three types of stochastic partial differential equations are studied in this dissertation. We prove the existence and uniqueness of the solutions and obtain some properties…
(more)

Subjects/Keywords: Mathematics; chaos expansion; Fox's H-function;

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Hu, G. (2015). Fractional Diffusion in Gaussian Noisy Environment. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/21696

Chicago Manual of Style (16^{th} Edition):

Hu, Guannan. “Fractional Diffusion in Gaussian Noisy Environment.” 2015. Doctoral Dissertation, University of Kansas. Accessed October 18, 2017. http://hdl.handle.net/1808/21696.

MLA Handbook (7^{th} Edition):

Hu, Guannan. “Fractional Diffusion in Gaussian Noisy Environment.” 2015. Web. 18 Oct 2017.

Vancouver:

Hu G. Fractional Diffusion in Gaussian Noisy Environment. [Internet] [Doctoral dissertation]. University of Kansas; 2015. [cited 2017 Oct 18]. Available from: http://hdl.handle.net/1808/21696.

Council of Science Editors:

Hu G. Fractional Diffusion in Gaussian Noisy Environment. [Doctoral Dissertation]. University of Kansas; 2015. Available from: http://hdl.handle.net/1808/21696

University of Kansas

5. Han, Zheng. Reflected diffusions and applications to finance and operations management.

Degree: PhD, Mathematics, 2015, University of Kansas

URL: http://hdl.handle.net/1808/21698

► This dissertation provides explicit solutions to four special stochastic optimal control problems for reflected diffusions and Markov modulated reflected diffusions. The main mathematical tool that…
(more)

Subjects/Keywords: Mathematics; Finance; Operations research; Ergodic theory; Optimal barrier; Reflected diffusions

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Han, Z. (2015). Reflected diffusions and applications to finance and operations management. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/21698

Chicago Manual of Style (16^{th} Edition):

Han, Zheng. “Reflected diffusions and applications to finance and operations management.” 2015. Doctoral Dissertation, University of Kansas. Accessed October 18, 2017. http://hdl.handle.net/1808/21698.

MLA Handbook (7^{th} Edition):

Han, Zheng. “Reflected diffusions and applications to finance and operations management.” 2015. Web. 18 Oct 2017.

Vancouver:

Han Z. Reflected diffusions and applications to finance and operations management. [Internet] [Doctoral dissertation]. University of Kansas; 2015. [cited 2017 Oct 18]. Available from: http://hdl.handle.net/1808/21698.

Council of Science Editors:

Han Z. Reflected diffusions and applications to finance and operations management. [Doctoral Dissertation]. University of Kansas; 2015. Available from: http://hdl.handle.net/1808/21698

University of Kansas

6. Liu, Yanghui. Numerical solutions of rough differential equations and stochastic differential equations.

Degree: PhD, Mathematics, 2016, University of Kansas

URL: http://hdl.handle.net/1808/21866

► In this dissertation, we investigate time-discrete numerical approximation schemes for rough differential equations and stochastic differential equations (SDE) driven by fractional Brownian motions (fBm). The…
(more)

Subjects/Keywords: Mathematics; fourth moment theorem; fractional Brownian motions; Numerical solutions; rough differential equations; stochastic differential equations

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Liu, Y. (2016). Numerical solutions of rough differential equations and stochastic differential equations. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/21866

Chicago Manual of Style (16^{th} Edition):

Liu, Yanghui. “Numerical solutions of rough differential equations and stochastic differential equations.” 2016. Doctoral Dissertation, University of Kansas. Accessed October 18, 2017. http://hdl.handle.net/1808/21866.

MLA Handbook (7^{th} Edition):

Liu, Yanghui. “Numerical solutions of rough differential equations and stochastic differential equations.” 2016. Web. 18 Oct 2017.

Vancouver:

Liu Y. Numerical solutions of rough differential equations and stochastic differential equations. [Internet] [Doctoral dissertation]. University of Kansas; 2016. [cited 2017 Oct 18]. Available from: http://hdl.handle.net/1808/21866.

Council of Science Editors:

Liu Y. Numerical solutions of rough differential equations and stochastic differential equations. [Doctoral Dissertation]. University of Kansas; 2016. Available from: http://hdl.handle.net/1808/21866

University of Kansas

7. Corey, Ryan A. Protection of Buried Flexible Pipes with a Geosynthetic: Experimental and Numerical Studies.

Degree: D.Eng., Civil, Environmental & Architectural Engineering, 2015, University of Kansas

URL: http://hdl.handle.net/1808/19393

► Geosynthetic materials have been used in a wide variety of ways to enhance the performance of buried pipes and conduits. Attenuation of surface loads to…
(more)

Subjects/Keywords: Civil engineering; Geosynthetics; Numerical; Pipe; Protection

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Corey, R. A. (2015). Protection of Buried Flexible Pipes with a Geosynthetic: Experimental and Numerical Studies. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/19393

Chicago Manual of Style (16^{th} Edition):

Corey, Ryan A. “Protection of Buried Flexible Pipes with a Geosynthetic: Experimental and Numerical Studies.” 2015. Doctoral Dissertation, University of Kansas. Accessed October 18, 2017. http://hdl.handle.net/1808/19393.

MLA Handbook (7^{th} Edition):

Corey, Ryan A. “Protection of Buried Flexible Pipes with a Geosynthetic: Experimental and Numerical Studies.” 2015. Web. 18 Oct 2017.

Vancouver:

Corey RA. Protection of Buried Flexible Pipes with a Geosynthetic: Experimental and Numerical Studies. [Internet] [Doctoral dissertation]. University of Kansas; 2015. [cited 2017 Oct 18]. Available from: http://hdl.handle.net/1808/19393.

Council of Science Editors:

Corey RA. Protection of Buried Flexible Pipes with a Geosynthetic: Experimental and Numerical Studies. [Doctoral Dissertation]. University of Kansas; 2015. Available from: http://hdl.handle.net/1808/19393

University of Kansas

8. Li, Xi. Dynamics of A Degenerate Fokker-Planck Equation and Its Application.

Degree: PhD, Mathematics, 2015, University of Kansas

URL: http://hdl.handle.net/1808/21706

► In this project, a Fokker-Planck equation with two singular points is studied. The equation is derived from a stochastic evolution equation, LMM-SABR model, which is…
(more)

Subjects/Keywords: Mathematics; Applied mathematics; Degenerate; Dynamics; Fokker-Planck Equation; Stochastic Differential Equation

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Li, X. (2015). Dynamics of A Degenerate Fokker-Planck Equation and Its Application. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/21706

Chicago Manual of Style (16^{th} Edition):

Li, Xi. “Dynamics of A Degenerate Fokker-Planck Equation and Its Application.” 2015. Doctoral Dissertation, University of Kansas. Accessed October 18, 2017. http://hdl.handle.net/1808/21706.

MLA Handbook (7^{th} Edition):

Li, Xi. “Dynamics of A Degenerate Fokker-Planck Equation and Its Application.” 2015. Web. 18 Oct 2017.

Vancouver:

Li X. Dynamics of A Degenerate Fokker-Planck Equation and Its Application. [Internet] [Doctoral dissertation]. University of Kansas; 2015. [cited 2017 Oct 18]. Available from: http://hdl.handle.net/1808/21706.

Council of Science Editors:

Li X. Dynamics of A Degenerate Fokker-Planck Equation and Its Application. [Doctoral Dissertation]. University of Kansas; 2015. Available from: http://hdl.handle.net/1808/21706