Numerical Analysis Seminar Talk, October 30, 1996

Speaker:	Professor Junping Wang Department of Mathematics, The University of Wyoming
Title:	On the Mathematics and Computation of American Option Pricing
Time:	4:00pm, Wednesday, October 30, 1996
Place:	503 Blocker

Abstract:

A weak form will be introduced for the free boundary value problem arising from the valuation of American options. The uniqueness and existence of weak solutions will be discussed. Finite element methods will be applied to approximate the time value of the American option.

Numerical Analysis Seminars

Last revised: 10/29/96 By: Tong.Sun@math.tamu.edu