Çağlar, Nazanİşeri, MügeÇağlar, HikmetÖzer, Mehmet2016-05-102016-05-102010-071521-1398http://hdl.handle.net/11413/1303The 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.en-USBlack-Scholes equationB-spline methodamerican optionsvaluationamerikan seçeneklerideğerlemeArticle275500800010275500800010