A comparative study of black-scholes equation
Yükleniyor...
Dosyalar
Tarih
2009
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Selcuk University Research Center of Applied Mathematics
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
In this paper, we analyzed Options and Black Scholes Models for the valuing and pricing of commodities. In particular, we examined the numerical solution techniques of American Option Problems. For the comparison of the results pertaining to different methods, we used classical methods utilizing chronological order. Then we compared the results of these methods and tried to determine the most efficient method.
Açıklama
URL: http://sjam.selcuk.edu.tr/sjam/article/view/226
Anahtar Kelimeler
Black-scholes equation, Black-scholes denklemi, Finite difference method, Sonlu fark yöntemi
Kaynak
Selcuk Journal of Applied Mathematics
WoS Q Değeri
Scopus Q Değeri
Cilt
10
Sayı
Künye
Polat, R. (2009). A comparative study of black-scholes equation. Selcuk Journal of Applied Mathematics, 10 (1), 135-140.
