1. Approximate Solutions to Second Order Parabolic Equations with Applications to Option Pricing Open Access Author: Cheng, Wen Title: Approximate Solutions to Second Order Parabolic Equations with Applications to Option Pricing Graduate Program: Mathematics Keywords: Green functionFokker Planck equationparabolic equationOption Pricing File: Download WenCheng-Dissertation.pdf Committee Members: Victor Nistor, Dissertation Advisor/Co-AdvisorVictor Nistor, Committee Chair/Co-ChairAnna L Mazzucato, Committee Chair/Co-ChairJohn C Liechty, Committee MemberAlexei Novikov, Committee Member
