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 Free-Surface Flows |
1997 |
Huanwen Liu |
Numerical Modeling of the Propagation of
Ocean Waves |
2001 |
Frank Bierbrauer |
Mathematical Modeling of Water-Droplet
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 |
Jean-Roch Nadar |
Interaction of Ocean Waves with Oscillating Water Column Wave Energy
Convertors |
2014 |
Nhat Tan
Le |
Pricing American-style Parisian options |
2016 |
B. J.
Adegboyegun |
A further study of the inverse finite
element approach for pricing American-style options |
2017 |
Xin-Jiang 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 short-sell 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 |