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 Interest

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


Field of Research

Dynamical Systems


Preprints / Publications

 
A note on the Boyle-Vorst discrete-time option pricing model with transactions costs, Mathematical Finance 11 (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.