Project choices, as of 5 April 2004

last name first name project topic
Campbell James optimal stopping, perhaps with application to American options
Chang Kevin *
Chikosh Pavlo
Dao Trang
Erdman Chandra card shuffling (with Susan P.)
Fougner Jon American options (with Chris T.)
Freije Kenneth optimal stopping, perhaps with application to American options
Galbreath Charles barrier options
Gururaj Gautam
Haddock Joanna barrier options
Han Seongmin hidden Markov models
Hong Kwang-ik
Huang Cong
Kamdar Mehul image processing (a la Geman & Geman?)
Katz Jacob optimal stopping (with application to brides problem?)
Kiggundu Omar
Laird Edward simulated annealing
Li Jiao Yang
Liu Lina option pricing, contingent claims
Liu Yin *
Liu Yiru
Luo Xi EM algorithm
Mitra Pradipta
Perrone Susan card shuffling (with Chandra E.)
Robinson Bartholomew
Sancheti Sachin
Shukla Abhishek pricing of Russian options using arbitrage arguments
Stewart James
Tam Christopher American options (with Jon F.)
Wang Chuan
Xu Keli