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Shear Rheology of Nanoconfined Liquids

AMANDEEP (Dept. of Physics, 2018-09)

Flow properties of confined liquids play crucial roles in a wide range of areas from biology to nanofluidics. Liquids, when confined between two surfaces that are tens of nanometers apart, exhibit unique structural, dynamic, ...
Portfolio Optimization & Option Pricing in a Component-wise Semi-Markov Modulated Market

DAS, MILAN KUMAR (Dept. of Mathematics, 2018-09)

This thesis studies three problems of mathematical finance. We address the appropriateness of the use of semi-Markov regime switching geometric Brownian motion (GBM) to model risky assets using a statistical technique. ...

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