Girişimcilik Bölümü / Department of Entrepreneurship

Permanent URI for this collectionhttps://hdl.handle.net/11413/6791

Browse

Browsing Girişimcilik Bölümü / Department of Entrepreneurship by Subject "amerikan seçenekleri"

Filter results by typing the first few letters
Now showing 1 - 1 of 1
  • No Thumbnail Available
    PublicationMetadata 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; 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.