Title of article
A Comparative Study of Black-Scholes Equation
Author/Authors
Polat, Refet Yasar University - Faculty of Science and Letters - Department of Mathematics, Turkey
From page
135
To page
140
Abstract
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.
Keywords
Options , American , Options , Black , Scholes Equation , Finitedifference Method.
Journal title
Selcuk Journal of Applied Mathematics
Journal title
Selcuk Journal of Applied Mathematics
Record number
2551840
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