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The expected value of barrier option
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Department of Mathematics
/98/ Master
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Author:
Hsiao, Ting-Kuo
Advisor:
Shen, Shih-Yu
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This thesis mainly expects that compares with the expected value of barrier option t and the stoc...
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Clicks: 217
Downloads: 2
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3
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Stress Intensity Factors of Tearing Fracture (Mode III)
on Anisotropic Rocks Using Boundary Element Method
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4
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Three-Dimensional Boundary Element Calculation
of Directional Wave Generation
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Solving some elastodynamic problems using time-domain boundary element methods
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Department of Mathematics
/99/ Master
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Author:
Li, Zheng-Lin
Advisor:
Shen, Shih-Yu
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An indirect time-domain boundry element method(BEM) is used to solve two-dimensional elastodynami...
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Clicks: 290
Downloads: 2
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6
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Numerical computation of the stress fields for the fundamental solution of 3-D linear elastic anisotropic solid
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7
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Computation of 2D Transient Elastic Waves in Thin Plate with Free Surface by BEM and OpenMP
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Department of Mathematics
/102/ Master
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Author:
Lai, Chun-Chang
Advisor:
Shen, Shih-Yu
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This paper considers an elastic thin plate with free surface subject to a symmetric sinusoidal lo...
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Clicks: 268
Downloads: 2
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8
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Boundary element method for American option pricing
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Department of Mathematics
/95/ Master
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Author:
Zeng, Jyun-jie
Advisor:
Shen, Shih-Yu
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In this text, the boundary element method is designed to pricing the American call option with di...
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Clicks: 273
Downloads: 5
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Solving the Problems of Muti-holes by Coupling of Finite Element and Boundary Element Solutions
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Pricing American Call Option On Dividend-Paying Assets With Boundary Element Method
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Department of Mathematics
/94/ Master
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Author:
Yan, Jr-Shian
Advisor:
Shen, Shih-yu
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The early exercise problem of American option on dividend-paying assets is a free boundary probl...
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Clicks: 317
Downloads: 2
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