Browsing Theses by Author "LIU, KAI"
Now showing items 1-3 of 3
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Directional Control of Generating Brownian Path under Quasi Monte Carlo
Liu, Kai (University of Waterloo, 2012-09-10)Quasi-Monte Carlo (QMC) methods are playing an increasingly important role in computational finance. This is attributed to the increased complexity of the derivative securities and the sophistication of the financial models. ... -
Effective Dimensionality Control in Quantitative Finance and Insurance
Liu, Kai (University of Waterloo, 2017-09-06)It is well-known that dimension reduction techniques such as the Brownian bridge, principal component analysis, linear transformation could increase the efficiency of Quasi-Monte Carlo (QMC) methods. Caflisch et al. (1997), ... -
Use of Fe isotopes to examine Fe cycling in Boreal Shield lakes: implications for cyanobacterial bloom development and ancient biogeochemical cycling
LIU, KAI (University of Waterloo, 2024-01-26)Stable iron (Fe) isotopes have only been used recently to explore biogeochemical Fe processes in terrestrial and aquatic ecosystems. The δ⁵⁶Fe values in natural samples range from −4‰ to 4‰. An increasing number of studies ...