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Author:

Wu, Jiawei

Title:

Comparisons between the Monte Carlo method and Finite Difference method for option price and interest rate models

Area of Honors:

Mathematics

Keywords:

Numerical Analysis
Financial Mathematics
Partial Differential Equations

File:

Download Wu_Jiawei_Comparisons_between_the_Monte_Carlo_method_and_Finite_Difference_method_for_option_price_and_interest_rate_models.pdf

Thesis Supervisors:

Anna L Mazzucato, Thesis Supervisor
Xiantao Li, Thesis Honors Advisor

Author:

Liang, Fei

Title:

A new training method for neural network in solving PDEs

Area of Honors:

Mathematics

Keywords:

Neural Network
PDE
Deep-Ritz
training method
efficiency

File:

Download A_New_Training_Method_for_Deep_Neural_Network_in_Solving_PDEs.pdf

Thesis Supervisors:

Xiantao Li, Thesis Supervisor
Xiantao Li, Thesis Honors Advisor
Wenrui Hao, Faculty Reader