1. Option Pricing: Study of Generalized Binomial Model Open Access Author: Shi, Hanjie Title: Option Pricing: Study of Generalized Binomial Model Area of Honors: Mathematics Keywords: financial mathematicsoption pricingbinomial modelmarkov chainBlack-Scholes Model File: Download thesis.pdf Thesis Supervisors: Manfred Heinz Denker, Thesis SupervisorLuen Chau Li, 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
