Advanced search options

Sorted by: relevance · author · university · date | New search

Dates: Last 2 Years ^{❌}

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

.
Showing records 1 – 4 of
4 total matches.

▼ Search Limiters

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

Record Details Similar Records

❌

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 March 23, 2018. http://hdl.handle.net/1808/21914.

MLA Handbook (7^{th} Edition):

Wang, Peixin. “Application of stochastic differential equations to option pricing.” 2016. Web. 23 Mar 2018.

Vancouver:

Wang P. Application of stochastic differential equations to option pricing. [Internet] [Masters thesis]. University of Kansas; 2016. [cited 2018 Mar 23]. 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

Record Details Similar Records

❌

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 March 23, 2018. http://hdl.handle.net/1808/21905.

MLA Handbook (7^{th} Edition):

Teney, Alexander. “Essays on Government Spending and Employment.” 2016. Web. 23 Mar 2018.

Vancouver:

Teney A. Essays on Government Spending and Employment. [Internet] [Doctoral dissertation]. University of Kansas; 2016. [cited 2018 Mar 23]. 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. 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

❌

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 March 23, 2018. 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. 23 Mar 2018.

Vancouver:

Liu Y. Numerical solutions of rough differential equations and stochastic differential equations. [Internet] [Doctoral dissertation]. University of Kansas; 2016. [cited 2018 Mar 23]. 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

4. 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

Record Details Similar Records

❌

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 March 23, 2018. http://hdl.handle.net/1808/21898.

MLA Handbook (7^{th} Edition):

Su, Chen. “Some Studies on Parameter Estimations.” 2016. Web. 23 Mar 2018.

Vancouver:

Su C. Some Studies on Parameter Estimations. [Internet] [Doctoral dissertation]. University of Kansas; 2016. [cited 2018 Mar 23]. 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