Browsing by Author "Li, Weiping"
Now showing items 1-12 of 12
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Basic credit risk analysis with Levy processes and numerical FFT method
Xie, Bin (2018-07)Levy processes application is becoming a hot topic in financial modeling and empirical calibration on recent decades. Due to the infinite divisibility, independent and stationary increments properties, Levy processes match ... -
Calendar spread options for storable commodities
Seok, Juheon (2013-12)Previous studies provide pricing models of options on futures spreads. However, none fully reflect the economic reality that spreads can stay near full carry for long periods of time. A new option pricing model is derived ... -
Data Warehouse Design: An Investigation of Star Schema
Li, Weiping (Oklahoma State University, 2000-05-01) -
Influences of geographic factors on the complementary nature of wind power and insolation
Li, Weiping (2012-12)The major objective of this study is to investigate the spatial variation of the complementary nature of wind power and solar radiation (CWS), and how geographic factors impact this nature. Quantification approaches, spatial ... -
Integral graded homology of Reeb chord complex of Legendrian knots in R^3
Yang, Xiaowei (2014-07)The main work of this thesis concerns the classification of Legendrian knots up to Legendrian isotopy in R^3 with standard contact structure. In the thesis, we construct a topological invariant of Legendrian knots: the ... -
Potential theory of the farthest distance function
Wise, Wilhelmina (2014-07) -
SL2(Fq)---Representations of Torus Knots
Xu, Liang (2001-08-01) -
Systolic freedom of 3-manifolds
Chen, Lizhi (2014-05)In this thesis, we study the Z2-coefficient homology (1, 2)-systolic freedom of 3-manifolds. In 1994, Bearard-Bergery and Katz proved the Z-coefficient homology (1, 2)-systolic freedom of S2 x S1. More generally, compact ... -
Triangulations and Heegaard splittings
Liu, Zhenyi (2010-05)Recently William Jaco, J. Hyam Rubinstein and Stephan Tillmann together proved that the generalized quaternion spaces S3 /Q4k, k ≥ 2, which are small Seifert fibered spaces Mk= (S2 : (2, 1),(2, 1),(k, -k + 1)), have ... -
Volatility Modeling Using High Frequency Trade Data to Identify Cryptocurrency Bubbles
Gautam, Vijay (2019-08)In the light of sudden interest in Bitcoin during 2017, which saw Bitcoin growing multifold in market price, I study blockchain, Bitcoin and few other top cryptocurrencies, and examine whether Bitcoin was in a financial ... -
Weak convergence for approximation of American option prices
Xing, Mei (2009-12)Based on a sequence of discretized American option price processes under the multinomial model proposed by Maller, Solomon and Szimayer (2006), the sequence converges to the counterpart under the original Levy process in ...