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Zheng Gao's Projects

climate icon climate

2d and 3d DNS for cloud entrainment and mixing process using particle model

collision icon collision

Collision detection and handling for fabric and rigid body

fastamericanoptionpricing icon fastamericanoptionpricing

Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.

folding icon folding

Implementation of folding algorithm for surface

hsap icon hsap

syllabus for hsap program

longtermvar icon longtermvar

Provide a simple algorithm to estimate the long-term Value at Risk based on the convolution method

qgy icon qgy

Quadratic Gaussian Year-on-year Inflation Model

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