1. Pricing Methods for American Put Options Open Access Author: Valdivia, Lauren N Title: Pricing Methods for American Put Options Area of Honors: Interdisciplinary in Finance and Mathematics Keywords: FinanceOptionsAmerican Put OptionsBinomial Pricing ModelFinite Difference MethodsMonte Carlo Simulations File: Download LValdivia_Thesis.pdf Thesis Supervisors: Leonid N Vaserstein, Thesis SupervisorDr. Victoria V Sadovskaya, Thesis Honors AdvisorJames Alan Miles, Thesis Honors Advisor
2. Approximating Parabolic Partial Differential Equations with Applications to Financial Option Pricing Open Access Author: Singh, Simranjeet Title: Approximating Parabolic Partial Differential Equations with Applications to Financial Option Pricing Area of Honors: Interdisciplinary in Finance and Mathematics Keywords: Green's functionpartial differential equationsoption pricingcommutator File: Download Singh_Thesis.pdf Thesis Supervisors: Anna L Mazzucato, Thesis SupervisorLeonid N Vaserstein, Thesis Honors AdvisorDr. Brian Spangler Davis, Thesis Supervisor
