Now showing items 1-2 of 2
A model proposal for the chaotic structure of Istanbul stock exchange
(PERGAMON-ELSEVIER SCIENCE LTD, THE BOULEVARD, LANGFORD LANE, KIDLINGTON, OXFORD OX5 1GB, ENGLAND, 2008-06)
Chaos theory is considered a novel way of understanding the behaviour of nonlinear dynamic systems. It is well known that the evaluation of chaotic systems is dependent on initial conditions since exponential growth error ...
B-Spline Solution Of The Black-Scholes Partial Differential Equation
(Eudoxus Press, Llc, 1424 Beaver Trail Drive, Cordova, Tn 38016 Usa, 2010-07)
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 ...