Now showing items 1-5 of 5
B-spline Method For Solving Linear System Of Second-Order Boundary Value Problems
(Pergamon-Elsevier Science Ltd, The Boulevard, Langford Lane, Kidlington, Oxford Ox5 1Gb, England, 2009-03)
The B-spline method is used for the numerical solution of a linear system of second-order boundary value problems. Two examples are considered for the numerical illustration and the method is also compared with the method ...
B-Spline Solution Of The Black-Scholes Partial Differential Equation
(Eudoxus Press, Llc, 1424 Beaver Trail Drive, Cordova, Tn 38016 Usa, 2010-07)
The 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 ...
The principal component analysis of continuous sample curves with higher-order B-spline functions
(EUDOXUS PRESS, LLC, 1424 BEAVER TRAIL DRIVE, CORDOVA, TN 38016 USA, 2006-06)
This article concerns the Principal Component Analysis (PCA) of a vector process with higher-order B-spline functions. The approximated PCA of this well-known process is compared with the classical PCA of the different ...
B-spline solution of singular boundary value problems
(ELSEVIER SCIENCE INC, 360 PARK AVE SOUTH, NEW YORK, NY 10010-1710 USA, 2006-11-15)
Homogeneous and non-homogenous singular boundary value problems (special case) are solved using B-splines. The original differential equation is modified at singular point then the boundary value problem is treated by using ...
A model proposal for the chaotic structure of Istanbul stock exchange
(PERGAMON-ELSEVIER SCIENCE LTD, THE BOULEVARD, LANGFORD LANE, KIDLINGTON, OXFORD OX5 1GB, ENGLAND, 2008-06)
Chaos theory is considered a novel way of understanding the behaviour of nonlinear dynamic systems. It is well known that the evaluation of chaotic systems is dependent on initial conditions since exponential growth error ...