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Domain Truncation
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A Computational Analysis of the Black-Scholes Equation
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Year
2013
1
School
Emory College
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Department
Mathematics and Computer Science
1
Degree
BS
1
Submission Type
Honors Thesis
1
Research Field
Economics, Finance
1
Mathematics
1
Committee
Chen, Kaiji, Emory University
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Nagy, James, Emory University
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Veneziani, Alessandro, Emory University
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Keyword
Domain Transformation
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Domain Truncation
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Finite Difference Method
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Finite Element Method
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Monte Carlo Method
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