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Numerical Approximation of the Black-Scholes Equations: A Practical Experience

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A Computational Analysis of the Black-Scholes Equation

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Year

20121
20131

School

Emory College2

Department / Specialty

Mathematics and Computer Science2

Degree

BBA1
BS1

Submission Type

Honors Thesis2

Research Field

Mathematics2
Economics, Finance1

Committee

Veneziani, Alessandro, Emory University2
Chen, Kaiji, Emory University1
Green, Clifton, Emory University1
Hamilton, Emily, Emory University1
Nagy, James, Emory University1

Keyword

Finite Difference Method[remove]2
Finite Element Method2
Black-Scholes1
Domain Transformation1
Domain Truncation1
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