MS Defense of Tyler Anderson
Weber 015Advisor: Dr. Wolfgang BangerthCommittee: Dr. David Aristoff, Dr. Tianyang WangTitle: Numerical Solution of the Black-Scholes Equation Using Finite Element MethodsAbstract: The Black-Scholes model is a well-known model for pricing financial options. This model takes the form of a partial differential equation (PDE) that, surprisingly, is deterministic. In the special case where the option only has […]