مشخصات پژوهش

عنوان	Numerical Solution of Stochastic Black-Scholes-Merton Model Occuring in Financial Market
نوع پژوهش	ارائه مقاله در کنفرانس‌های علمی
کلیدواژه‌ها	Stochastic differential equations, Operational matrix method, Hat functions.
چکیده	Providing a suitable method for solving stochastic Black-ScholesMerton model and investigating the efficiency of the proposed method are the most important purposes of this paper. This technique, which is based on operational matrices of hat functions, converts the mentioned model into a linear system of algebraic equations. Numerical results confirm accuracy and efficiency of suggested method.
پژوهشگران	نسرین صمدیار (نفر اول)، یداله اردوخانی (نفر دوم)