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 | |