This online database contains the full-text of PhD dissertations and Masters’ theses of Wilfrid Laurier University students from 1982 forward. These documents are made available for personal study and research purposes only, in accordance with the Canadian Copyright Act and the Creative Commons license—CC BY-NC-ND (Attribution, Non-Commercial, No Derivative Works). Under this license, works must always be attributed to the copyright holder (original author), cannot be used for any commercial purposes, and may not be altered. Any other use would require the permission of the copyright holder. Students can choose to withdraw their dissertation and/or thesis from this database. For additional inquiries, please contact the repository administrator via e-mail or by telephone at 519-884-0710 ext. 2073.

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Theses/Dissertations from 2016

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EPR Paradox, Nonlocality, and Entanglement in Multi-qubit Systems, Raja Emlik

Long Term Optimal Portfolio Selection Problem in Di fferent Models, Bowen Hu

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Theoretical investigations of Zinc Blende and Wurtzite semiconductor quantum wells on the rotated substrates, Igor Ivashev

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Computing closed forms for the convergent series $\displaystyle\sum_{n \in \mathbb{Z}}\frac{1}{(n^3+Bn^2+Cn+D)^k}$, Gagandeep K. Virk

Theses/Dissertations from 2015

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Community Detection Detailed for Online Social Networks, Christopher J. Hogan

Theses/Dissertations from 2014

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Relative Equilibria of Isosceles Triatomic Molecules in Classical Approximation, Damaris Miriam McKinley

Theses/Dissertations from 2010

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Mathematical Modeling and Control of Nonlinear Oscillators with Shape Memory Alloys, Mohamed Bendame

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Computational and Theoretical Aspects of N-E.C. Graphs, Alexandru Costea

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Financial Securities Under Nonlinear Diffusion Asset Pricing Model, Andrey Vasilyev

Theses/Dissertations from 2009

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Strict-Dominance Solvability of Games on Continuous Strategy Spaces, Andrew Campbell Elkington

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Models for On-line Social Networks, Noor Hadi

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First-Passage Time Models with a Stochastic Time Change in Credit Risk, Hui Li

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Applications of New Diffusion Models to Barrier Option Pricing and First Hitting Time in Finance, Keang Ly

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Mathematical Modeling of Quantum Dots with Generalized Envelope Functions Approximations and Coupled Partial Differential Equations, Dmytro Sytnyk

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Simulation Studies on Estimation of Variance Components for Multilevel Models, Sara Vakilian

Theses/Dissertations from 2008

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Web Search Algorithms and PageRank, Laleh Samarbakhsh

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Modelling Asset Prices under Regime Switching Diffusions via First Passage Time, Xiaojing Xi

Theses/Dissertations from 2007

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Partial Separability and Partial Additivity for Orderings of Binary Alternatives, Md. Abul Bashar

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Portfolio Selection in Gaussian and Non-Gaussian Worlds, Jing Wang

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First passage time problem for multivariate jump-diffusion processes: Models, computation, and applications in finance, Di Zhang

Theses/Dissertations from 2006

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Markov switching and jump diffusion models with applications in mathematical finance, Shengkun Xie