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Numerical methods for pricing options embedded in mortgage
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Full Text
Wang, Li
Ding, Deng
2014.
Master
The Yamabe problem
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Full Text
Xie, Jun Ming
Leong, Ieng Tak
2017.
Master
Two-dimensional fourier series expansion methods for option pricing under Lévy dynamics
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Zheng, Jia Yu
Ding, Deng
2014.
Master
Higher-order alternating direction implicit methods based on the CCD scheme for certain PDEs
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Li, Zhi
Sun, Hai Wei
2014.
Master
Martingales and martingale transform theory
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Xia, Pan Qiu
Qian, Tao
2014.
Master
Valuation of American put option using Least-Square quasi-Monte Carlo Methods
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Cheong, Kuan Po
Ding, Deng
2013.
Master
FDR control and a Cramér moderate deviation theorem for Hotelling's T2-statistic
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Fan, Zhi Lei
Xu, Li Hu
2017.
Master
Parameter estimation for partially observed jump diffusion processes
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Pan, Xiao Yang
Xiong, Jie
2014.
Master
Statistical process control charts and their applications in Macao schools
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Che, Ka Lei
Ding, Deng
2013.
Master
Monte Carlo methods in calculating value at risk
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Li, Xin
Ding, Deng
2010.
Master
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