Published May 9, 2022
| Version v1
Conference paper
Open
PRICING OF EUROPEAN OPTION USING THREE TYPES OF B-SPLINE FUNCTIONS
Authors/Creators
- 1. University of Tabriz
- 2. Alzahra university
Description
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).