abstract: This project examines the decision of American policymakers to deny the Amerasians of Vietnam--the offspring of American fathers and Vietnamese mothers born as a result of the Vietnam War--American citizenship in the 1982 Amerasian Immigration Act and the 1987 Amerasian Homecoming Act. It investigates why policymakers deemed a population unfit for the responsibilities of American society, despite the fact that they had American fathers. The examination draws upon numerous archival collections of the key policymakers, humanitarians and non-governmental organizations involved in each piece of legislation. Additionally, archival and published documents from the U.S. government and military, popular media, and veteran's organizations, are important. Since many of those involved in the legislation are still living, oral history interviews are also a critical piece of the methodology. The dissertation argues that the exclusion of citizenship was a component of bigger issues: international relationships in a Cold War era, America's defeat in the Vietnam War, and a history in the United States of racialized exclusionary immigration and citizenship policies against people of Asian descent. It exposes the contradictory approach of policymakers unable to reconcile the Amerasian mixture of race and nation with US law. Consequently, policymakers simultaneously employed an inclusionary discourse that deemed the Amerasians worthy of American attention, guidance and humanitarian aid, and implemented exclusionary policies that designated them unfit for the responsibilities of American citizenship. / Dissertation/Thesis / Doctoral Dissertation History 2015

An option is a contract between two parties where the holder has the option to buy or sell some underlying asset after a predefined exercise time. Options where the holder only has the right to buy or sell at the exercise time is said to be of European-style, while options that can be exercised any time before the exercise time is said to be of American-style. Asian options are options where the payoff is determined by some average value of the underlying asset, e.g., the arithmetic or the geometric average. For arithmetic Asian options, there are no closed-form pricing formulas, and one must apply numerical methods. Several methods have been proposed and tested for Asian options. For example, the Monte Carlo method isslowforEuropean-styleAsianoptionsandnotapplicableforAmerican-styleAsian options. In contrast, the finite difference method have successfully been applied to price both European- and American-style Asian options. But from a financial point of view, one is also interested in different measures of sensitivity, called the Greeks, which are hard approximate with the finite difference method. For more accurate approximations of the Greeks, researchers have turned to the finite element method with promising results for European-style Asian options. However, the finite element method has never been applied to American-style Asian options, which still lack accurate approximations of the Greeks. Here we present a study of pricing European- and American-style Asian options using the finite element method. For European-style options, we consider two different pricing PDEs. The first equation we consider is a convection-dominated problem, which we solve by applying the so-called streamline-diffusion method. The second equation comes from modelling Asian options as options on a traded account, which we solve by using the so-called cG(1)cG(1) method. For American-style options, the model based on options on a traded account is not applicable. Therefore, we must consider the first convection-dominated problem. To handle American-style options, we study two different methods, a penalty method and the projected successive over-relaxation method. For European-style Asian options, both approaches give good results, but the model based on options on a traded account show more accurate results. For American-style Asian options, the penalty method give accurate results. Meanwhile, the projected successive over-relaxation method does not converge properly for the tested parameters. Our result is a first step towards an accurate and fast method to calculate the price and the Greeks of both European- and American-style Asian options. Because good estimations of the Greeks are crucial when hedging and trading of options, we anticipate that the ideas presented in this work can lead to new ways of trading with Asian options.