Seyyed Javad Alavi
PhD student, Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran.
[ 1 ] - A new approach to using the cubic B-spline functions to solve the Black-Scholes equation
Nowadays, options are common financial derivatives. For this reason, by increase of applications for these financial derivatives, the problem of options pricing is one of the most important economic issues. With the development of stochastic models, the need for randomly computational methods caused the generation of a new field called financial engineering. In the financial engineering the pre...
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