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