A comparative study of black-scholes equation

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dc.contributor.authorPolat, Refet
dc.date.accessioned2018-04-26T10:52:22Z
dc.date.available2018-04-26T10:52:22Z
dc.date.issued2009
dc.descriptionURL: http://sjam.selcuk.edu.tr/sjam/article/view/226en_US
dc.description.abstractIn 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.en_US
dc.identifier.citationPolat, R. (2009). A comparative study of black-scholes equation. Selcuk Journal of Applied Mathematics, 10 (1), 135-140.en_US
dc.identifier.endpage140
dc.identifier.issn1302-7980en_US
dc.identifier.startpage135
dc.identifier.urihttps://hdl.handle.net/20.500.12395/10470
dc.identifier.volume10
dc.language.isoenen_US
dc.publisherSelcuk University Research Center of Applied Mathematicsen_US
dc.relation.ispartofSelcuk Journal of Applied Mathematicsen_US
dc.relation.publicationcategoryMakale - Kategori Belirleneceken_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.selcuk20240510_oaigen_US
dc.subjectBlack-scholes equationen_US
dc.subjectBlack-scholes denklemien_US
dc.subjectFinite difference methoden_US
dc.subjectSonlu fark yƶntemien_US
dc.titleA comparative study of black-scholes equationen_US
dc.typeArticleen_US

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