Kenneth J. Palmer
Department of Mathematics
National Taiwan University
No. 1, Sec. 4, Roosevelt Road,
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
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).
(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.