Kenneth R. Jackson
Theses of Students Supervised
Iterative Reconstruction Algorithms for Polyenergetic
X-Ray Computerized Tomography,
Nargol Rezvani, PhD Thesis, 2012
Modeling Multi-Factor Financial Derivatives by a
Partial Differential Equation Approach with
Efficient Implementation on Graphics Processing Units,
Duy Minh Dang, PhD Thesis, 2011
Calibration Of Multi-Period Single-Factor Gaussian Copula
Models For CDO Pricing,
Max S. Kaznady, MSc Thesis, 2011
On Computational Methods for the Valuation of Credit Derivatives,
Wanhe Zhang, Ph.D. Thesis, 2010.
Option Pricing Using Fourier Space Time-Stepping Framework,
Vladimir Surkov, Ph.D. Thesis, 2009.
Numerical Methods for the Valuation of Synthetic Collateralized Debt
Obligations, Xiaofang Ma, Ph.D. Thesis, 2007.
On Convergence of Numerical Methods for Pricing Convertible Bonds,
Dongyi (Elena) Li, M.Sc. Thesis, 2007.
The Parallel Solution of ABD Systems Arising in Numerical Methods for
BVPs for ODEs,
Richard N. Pancer, Ph.D. Thesis, 2006.
Pricing Convertible Bonds with Dividend Protection
subject to Credit Risk Using a Numerical PDE Approach,
Qingkai Mo, M.Sc. Thesis, 2006.
Pricing Convertible Bonds using Partial Differential Equations,
Lucy Xingwen Li, M.Sc. Thesis, 2005.
Neumaier's Method for the Solution of Initial Value Problems for
Stiff Ordinary Differential Equations,
Annie Hsiao Chen Yuk, M.Sc. Thesis, 2005.
An Agent-Based Simulation of Double-Auction Markets,
Ted Xiao Guo, M.Sc. Thesis, 2005.
Validated Numerical Bounds on the Global Error for
Initial Value Problems for Stiff Ordinary Differential Equations,
Chao Yu, M.Sc. Thesis, 2004.
Computation of Value-at-Risk:
the Fast Convolution Method,
Dimension Reduction and Perturbation Theory,
Petter Wiberg, Ph.D. Thesis, 2002.
Computation of the Probability Density Function and the Cumulative
Distribution Function of the Generalized Gamma Variance Model,
Xiaofang Ma, M.Sc. Thesis, 2002.
High-Order Spatial Discretization Methods for the Shallow Water
Equations, Anita W. Tam, Ph.D.Thesis, 2001.
Rigorous Shadowing of Numerical Solutions of Ordinary Differential
Equations by Containment,
Wayne B. Hayes, Ph.D. Thesis, 2001.
Computing Rigorous Bounds on the Solution of an Initial Value
Problem for an Ordinary Differential Equation,
Nedialko (Ned) S. Nedialkov, Ph.D. Thesis, 1999.
Numerical Solution of the Shallow-Water Equations on Distributed
Xiaoliang (Lloyd) Ding, M.Sc. Thesis, 1998.
A Numerical Study of One-factor Interest Rate Models,
Zhong Ge, M.Sc. Thesis, 1998.
DIMSEMs -- Diagonally Implicit Single-Eigenvalue Methods
for the Numerical Solution of Stiff ODEs on Parallel Computers,
Robert F. Enenkel, Ph.D. Thesis, 1996.
Numerical Pricing of Path-Dependent Options,
Yidong Liu, M.Sc. Thesis, 1996.
Improving the Efficiency of Runge-Kutta Methods for the Solution
of BVPs for Higher-Order ODEs,
Khalid Zuberi, M.Sc. Thesis, 1996.
Efficient Shadowing of High Dimensional Chaotic Systems
with the Large Astrophysical N-body Problem as an Example,
Wayne B. Hayes, M.Sc. Thesis, 1995.
Precision Control and Exception Handling in Scientific Computing,
Nedialko (Ned) S. Nedialkov, M.Sc. Thesis, 1994.
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