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Author:

Cheng, Wen

Title:

Approximate Solutions to Second Order Parabolic Equations with Applications to Option Pricing

Graduate Program:

Mathematics

Keywords:

Green function
Fokker Planck equation
parabolic equation
Option Pricing

File:

Download WenCheng-Dissertation.pdf

Committee Members:

Victor Nistor, Dissertation Advisor/Co-Advisor
Victor Nistor, Committee Chair/Co-Chair
Anna L Mazzucato, Committee Chair/Co-Chair
John C Liechty, Committee Member
Alexei Novikov, Committee Member