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Research
Research
interests:
computational
finance,
stochastic
processes.
Recent
Presentations:
- "A Finite
Element Method
for Pricing
Swing Options
under Stochastic
Volatility,"
(coauthored with
Muhu Wang),
presented at the
Commodity and
Energy Markets
Conference held
at the
Mathematical
Institute,
Oxford
University, June
14-14, 2017.
- "A Finite
Element Method
for Pricing
Swing Options
under Stochastic
Volatility,"
(coauthored with
Muhu
Wang),
presented at the
World Finance
Conference,
University of
Cagliari,
Sardinia, Itlay,
July 26-28,
2017.
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Current Address:
Department of Mathematics,
PGH Building, University
of Houston, Houston, Texas
77204-3008
Phone: (713) 743-3500 -
Fax: (713) 743-3505
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