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dc.contributor.authorÇağlar, Nazan
dc.contributor.authorİşeri, Müge
dc.contributor.authorÇağlar, Hikmet
dc.contributor.authorÖzer, Mehmet
dc.date.accessioned2016-05-10T11:29:20Z
dc.date.available2016-05-10T11:29:20Z
dc.date.issued2010-07
dc.identifier.issn1521-1398
dc.identifier.urihttp://hdl.handle.net/11413/1303
dc.description.abstractThe 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 model which has been used frequently is solved by using the B-spline functions. The numerical experiments showed that the present method is an applicable technique and gives an exciting results for European option pricing.tr_TR
dc.language.isoen_UStr_TR
dc.publisherEudoxus Press, Llc, 1424 Beaver Trail Drive, Cordova, Tn 38016 Usatr_TR
dc.relationJournal Of Computational Analysis And Applicationstr_TR
dc.subjectBlack-Scholes equationtr_TR
dc.subjectB-spline methodtr_TR
dc.subjectamerican optionstr_TR
dc.subjectvaluationtr_TR
dc.subjectamerikan seçenekleritr_TR
dc.subjectdeğerlemetr_TR
dc.titleB-Spline Solution Of The Black-Scholes Partial Differential Equationtr_TR
dc.typeArticletr_TR
dc.contributor.authorIDTR110809tr_TR
dc.contributor.authorIDTR114368tr_TR
dc.contributor.authorIDTR2509tr_TR


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