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Finite Difference Method
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1.
Numerical Approximation of the Black-Scholes Equations: A Practical Experience
Student Name:
Connor, Dylan Michael
Date Uploaded:
08/28/2018
Research Field:
Mathematics
Department or Specialty:
Mathematics and Computer Science
2.
A Computational Analysis of the Black-Scholes Equation
Student Name:
Wang, Yifan
Date Uploaded:
08/28/2018
Research Field:
Mathematics and Economics, Finance
Department or Specialty:
Mathematics and Computer Science
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Emory College
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Mathematics and Computer Science
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Veneziani, Alessandro, Emory University
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Chen, Kaiji, Emory University
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Green, Clifton, Emory University
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Hamilton, Emily, Emory University
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Nagy, James, Emory University
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Keyword
Finite Difference Method
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Finite Element Method
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Black-Scholes
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Domain Transformation
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Domain Truncation
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