## Search

Now showing items 1-10 of 32

#### TAIL DENSITIES OF COPULAS AND THEIR APPLICATIONS TO EXTREMAL DEPENDENCE ANALYSIS OF VINES

(2013)

Extreme events occur everywhere, and analyzing impacts of these events becomes fundamentally important in many areas such as financial risk management, electrical grid reliability analysis, and environmental impact assessment. ...

#### Numerical Methods for American Option Pricing with Nonlinear Volatility

(2015)

Options are a fundamental and important type of financial derivatives with stocks as the underlying asset. Investors frequently trade options, making option pricing an important research area in both finance and applied ...

#### Optimization Over Symmetric Cones Under Uncertainty

(2011)

We introduce and study two-stage stochastic symmetric programs (SSPs) with recourse to handle uncertainty in data defining (deterministic) symmetric programs in which a linear function is minimized over the intersection ...

#### Operator Splitting Method and Applications for Semilinear Parabolic Partial Differential Equations

(2011)

This dissertation presents a redefined operator splitting method used in solving semilinear parabolic partial differential equations. As one such form, the reaction-diffusion equation is highly prevalent in mathematical ...

#### EIGENSPACES OF TOURNAMENT MATRICES

(2012)

In this dissertation we investigate the eigenspaces of tournament matrices. These matrices (and their generalizations) appear in a variety of combinatorial applications (e.g., in biology, sociology, statistics, and networks); ...

#### Recurrence Representations

(2012)

A new method of representing positive integers using recurrence sequences, related to tiling a 1 x n board, is developed for recurrences with positive coefficients. This is then extended to many sequences that have negative ...

#### Super Fair Divisions: A Minimum Number of Cuts

(2011)

This dissertation develops procedures for super fair division that use marks to reduce the number of cuts required for super fair division when compared to all known existing procedures that use marks or can be modified ...

#### Optimal Control Problem for American Put Option

(2011)

In the dissertation, we study an inverse free boundary problem associated with the American put option, where the free boundary is called the early exercise boundary and separates the option holding region from the stopping ...

#### First Collegiate Mathematics Grade and Persistence to Graduation in STEM

(2015)

This study explores the relationship between college students’ first mathematics course and persistence to graduation with a bachelor’s degree in a Scientific, Technical, Engineering, or Mathematical (STEM) field. Half of ...

#### COMPUTATION OF MULTIVARIATE NORMAL PROBABILITIES USING BIVARIATE CONDITIONING WITH SIMULATION

(2013)

We introduce algorithms for block LDL^{t} decompositions of positive definite covariance matrices. These are extensions of the LDL^t decomposition which requires D to be a diagonal matrix. We make use of these algorithms ...