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Start Over Area of Honors Interdisciplinary in Finance and Mathematics Keyword Green's function Keyword partial differential equations

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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 function
partial differential equations
option pricing
commutator
File:: Download Singh_Thesis.pdf
Thesis Supervisors:: Anna L Mazzucato, Thesis Supervisor
Leonid N Vaserstein, Thesis Honors Advisor
Dr. Brian Spangler Davis, Thesis Supervisor

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