Now showing items 1-2 of 2
B-Spline Solution Of The Black-Scholes Partial Differential Equation
(Eudoxus Press, Llc, 1424 Beaver Trail Drive, Cordova, Tn 38016 Usa, 2010-07)
The numerical solutions of several mathematical models In the financial economics arc arising. Most of the models are based on the Black-Scholes partial differential equations. In this paper, the Black-Scholes option pricing ...
Non-Polynomial Spline Method Of A Non-Linear System Of Second-Order Boundary Value Problems
(Eudoxus Press, Llc, 1424 Beaver Trail Drive, Cordova, Tn 38016 Usa, 2010-04)
The non-polynomial spline method is proposed to solve a non-linear system of the second-order boundary value problems (BVPs). Some numerical results are given to demostrate the validity and applicability of the presented ...