B-Spline Solution Of The Black-Scholes Partial Differential Equation

Publication:
B-Spline Solution Of The Black-Scholes Partial Differential Equation

dc.contributor.author	Çağlar, Nazan
dc.contributor.author	İşeri, Müge
dc.contributor.author	Çağlar, Hikmet
dc.contributor.author	Özer, Mehmet
dc.contributor.authorID	TR110809	tr_TR
dc.contributor.authorID	TR114368	tr_TR
dc.contributor.authorID	TR2509	tr_TR
dc.date.accessioned	2016-05-10T11:29:20Z
dc.date.available	2016-05-10T11:29:20Z
dc.date.issued	2010-07
dc.description.abstract	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.	tr_TR
dc.identifier.issn	1521-1398
dc.identifier.uri	http://hdl.handle.net/11413/1303
dc.identifier.wos	275500800010
dc.identifier.wos	275500800010	en
dc.language.iso	en_US	tr_TR
dc.publisher	Eudoxus Press, Llc, 1424 Beaver Trail Drive, Cordova, Tn 38016 Usa	tr_TR
dc.relation	Journal Of Computational Analysis And Applications	tr_TR
dc.subject	Black-Scholes equation	tr_TR
dc.subject	B-spline method	tr_TR
dc.subject	american options	tr_TR
dc.subject	valuation	tr_TR
dc.subject	amerikan seçenekleri	tr_TR
dc.subject	değerleme	tr_TR
dc.title	B-Spline Solution Of The Black-Scholes Partial Differential Equation	tr_TR
dc.type	Article
dspace.entity.type	Publication
local.indexed.at	wos

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