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Monte Carlo Method
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A Computational Analysis of the Black-Scholes Equation
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Year
2013
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School
Emory College
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Department
Mathematics and Computer Science
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Degree
BS
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Submission Type
Honors Thesis
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Research Field
Economics, Finance
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Mathematics
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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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