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Variable modeling of fuzzy phenomena with industrial applications
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Mathematical modelling of the Czochralski crystal growth process
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Option Pricing models with Stochastic Volatility and Jumps
Published 2014“…All models are fitted to one-day price data on S&P500 European vanilla options; the models with the best fit exhibit the smallest error in pricing between model prices and market prices. …”
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Modelling dependance in collateralied debt obligations with copulas
Published 2014“…In this paper we provide a review of credit derivatives, and some of the tools used to model them. We give a basic introduction to copulas and how they are used to model the depedence between single name credit derivatives. …”
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Portfolio construction using index regression models
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Grey diffenrential equation modeling on stock prices
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The use of spectral methods in Quasi-geoid modelling
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Mathematical modeling of foetal arterial blood flow
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Locating facial features with active shape models
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3D model reconstruction using photoconsistency
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Models for the hydrocracking of Fischer-Tropsch derived waxes
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Modelling and simulation of a pressure swing reactor
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Data preparation and visualization for the SWAN refraction model
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A framework for the analysis and evaluation of enterprise models
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Modelling covariates of infant and child mortality in Malawi
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The LIBOR market model in the South African setting
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A web browsing workload model for simulation
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Epistemology as the basis for a corporate memory model
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Model driven segmentation and the detection of bone fractures
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Modelling of defect states in covalent amorphous solids
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