Completed Ph.D Students:
Student
Name 
Thesis Title 
Conferred 
Pornchai Satravaha 
Solving Linear
and Nonlinear Transient Diffusion Problems With the Laplace Transform Dual
Reciprocity Method. 
1996 
Yinglong Zhang 
On Steady and Unsteady FreeSurface Flows 
1997 
Huanwen Liu 
Numerical Modeling of the Propagation of
Ocean Waves 
2001 
Frank Bierbrauer 
Mathematical Modeling of WaterDroplet
Impact on Hot Galvanized Steel Surfaces 
2005 
Fatimah N. Harun 
Analytic solutions for linear waves propagating in an ocean with
variable bottom topography and their applications in renewable wave energy 
2010 
Guanghua Lian 
Pricing variance swaps and volatility swaps with
stochastic volatility. 
2010 
Wenting Chen 
An extensive
exploration of three key quantitative approaches for pricing various
financial derivatives 
2011 
JeanRoch Nadar 
Interaction of Ocean Waves with Oscillating Water Column Wave Energy
Convertors 
2014 
Nhat Tan
Le 
Pricing Americanstyle Parisian options 
2016 
B. J.
Adegboyegun 
A further study of the inverse finite
element approach for pricing Americanstyle options 
2017 
XinJiang He 
A
360° comprehensive study of quantitative pricing of options, ranging
from theory and computation to model calibration and empirical studies 
2017 
Guiyuan Ma 
Option pricing
with shortsell restriction or complete ban being imposed 
2017 
Xiangchen Zeng 
A study of some
efficient numerical techniques used in pricing options under stochastic
volatility models 
2018 
Vivian Ke 
A study of some popular analytical approximation
approaches applied to options pricing

2018 