Pricing of European Option Using Three Types of B-Spline Functions

In this paper, we present a numerical method for pricing European options. This approximation method is based on the characteristic function and family of B-Spline function (including: Linear, Quadratic and Cubic B-Spline)

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Year of publication:	[2022]
Authors:	Nourian, Farshid ; Lakestani, Mehrdad ; Sabermahani, Sedigheh ; Ordokhani, Yadollah
Publisher:	[S.l.] : SSRN
Subject:	Optionspreistheorie \| Option pricing theory \| Optionsgeschäft \| Option trading \| Black-Scholes-Modell \| Black-Scholes model

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Extent:	1 Online-Ressource (4 p)
Series:	Nourian, Farshid, Lakestani, Mehrdad, Sabermahani, Sedigheh, & Ordokhani, Yadollah. (2022, May 9).Pricing of European Option Using Three Types of B-Spline Functions. The 9th Seminar on Numerical Analysis and Its Applications, University of Guilan, Guilan, Iran
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 20, 2022 erstellt
Other identifiers:	10.2139/ssrn.4115424 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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