Kenneth J. Palmer

Professor

Department of Mathematics

National Taiwan University

No. 1, Sec. 4, Roosevelt Road,

Taiwan 106

R.O.C.Personal Homepage : http://www.math.ntu.edu.tw/people/c_palmer.htm

Current Research InterestDynamical Systems (hyperbolicity, shadowing, numerical shadowing), ordinary differential equations (exponential dichotomy, singular perturbations), financial mathematics (option pricing).

Field of ResearchDynamical Systems

Preprints / Publications

A note on the Boyle-Vorst discrete-time option pricing model with transactions costs, Mathematical Finance11(2001), 357-362.(with F. Battelli) Transversal intersection of invariant manifolds in singular systems, J. Differential Eqns.177(2001), 77-120.Work to Appear

(with F. Battelli) Singular perturbations, transversality and Silnikov saddle-focus homoclinic orbits,

J. Dynamics and Diff. Eqns.15(2003).Work Submitted

(with B.A. Coomes and H. Koçak) Homoclinic shadowing.

(with Guan-Yu Chen and Yuan-Chung Sheu), The least cost super replicating portfolio in the Boyle-Vorst discrete-time option pricing model with transactions costs.

Last updated: December, 2003.