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Finite Difference Method
删除限定条件 Keyword: Finite Difference Method
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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
2012
1
2013
1
School
Emory College
2
Department / Specialty
Mathematics and Computer Science
2
Degree
BBA
1
BS
1
Submission Type
Honors Thesis
2
Research Field
Mathematics
2
Economics, Finance
1
Committee
Veneziani, Alessandro, Emory University
2
Chen, Kaiji, Emory University
1
Green, Clifton, Emory University
1
Hamilton, Emily, Emory University
1
Nagy, James, Emory University
1
Keyword
Finite Difference Method
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2
Finite Element Method
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Black-Scholes
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Domain Transformation
1
Domain Truncation
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