Uluslararası Ticaret ve Finansman Bölümü / Department of International Trade and Finance
Permanent URI for this collectionhttps://hdl.handle.net/11413/6795
International Trade
Browse
Browsing Uluslararası Ticaret ve Finansman Bölümü / Department of International Trade and Finance by Publisher "Eudoxus Press, Llc, 1424 Beaver Trail Drive, Cordova, Tn 38016 Usa"
Now showing 1 - 3 of 3
- Results Per Page
- Sort Options
Publication Metadata only B-Spline Solution Of The Black-Scholes Partial Differential Equation(Eudoxus Press, Llc, 1424 Beaver Trail Drive, Cordova, Tn 38016 Usa, 2010-07) Çağlar, Nazan; İşeri, Müge; Çağlar, Hikmet; Özer, Mehmet; TR110809; TR114368; TR2509The 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.Publication Metadata only Non-Polynomial Spline Method for Fractional Diffusion Equation(Eudoxus Press, Llc, 1424 Beaver Trail Drive, Cordova, Tn 38016 Usa, 2012-11) Çağlar, Süleyman Hikmet; Çağlar, Hatice Nazan; Uçar, Mehmet Fatih; Akkoyunlu, Canan; TR110809; TR114368; TR107148; TR113376The one-dimensional fractional diffusion equation is studied systematically using the non-polynomial spline method. The Caputo fractional derivative is used for formulation. An example is solved to assess the accuracy of the method. The numerical results are obtained for different values (n) of equation. An effective and easy-to-use method for solving such equations is needed.Publication Metadata only 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) Çağlar, Hikmet; Çağlar, Nazan; Akkoyunlu, Canan; TR114368; TR110809; TR113376The 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 method. Results obtained by the method indicate the method is simple and effective.