1. Markov Chain Monte Carlo Methods and Applications Open Access Author: Wu, Kaiyi Title: Markov Chain Monte Carlo Methods and Applications Area of Honors: Mathematics Keywords: Markov Chain Monte CarloAdaptive method File: Download Kaiyi_Wu.pdf Thesis Supervisors: Ludmil Tomov Zikatanov, Thesis SupervisorSergei Tabachnikov, Thesis Honors Advisor
2. Comparisons between the Monte Carlo method and Finite Difference method for option price and interest rate models Open Access 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 AnalysisFinancial MathematicsPartial 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 SupervisorXiantao Li, Thesis Honors Advisor
