Girişimcilik Bölümü / Department of Entrepreneurship

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Browsing Girişimcilik Bölümü / Department of Entrepreneurship by Subject "B-spline method"

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    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; TR2509
    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 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.
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    Fifth-degree B-spline solution for a fourth-order parabolic partial differential equations
    (ELSEVIER SCIENCE INC, 360 PARK AVE SOUTH, NEW YORK, NY 10010-1710 USA, 2008-07-15) Çağlar, Hikmet; Çağlar, Nazan; TR114368; TR110809
    In this paper, we find the numerical solution of a fourth-order parabolic partial differential equation. A family of B-spline methods has been considered for the numerical solution of the problems. The results show that the present method is an applicable technique and approximates the exact solution very well. (c) 2008 Elsevier Inc. All rights reserved.