A Partition of unity finite element method for valuation American option under Black-Scholes model
By: Zaineb El kharrazi, Nouh Izem, Mustapha Malek and Sahar Saoud
Authors
Zaineb El kharrazi
zaineb.elkharrazi@edu.uiz.ac.ma
Engineering Sciences and Energy Management Laboratory, Ibn Zohr University
Nouh Izem
Laboratory of Engineering Sciences, Faculty of Science, Ibn Zohr University
Mustapha Malek
Higher School of Education and Training, Sultan Moulay Slimane University
Sahar Saoud
Technical Research Laboratory, Faculty of Applied Sciences, Ibn Zohr University
DOI: https://doi.org/10.2478/mjpaa-2021-0021 | Journal eISSN: 2351-8227
Language: English
Page range: 324 - 336
Submitted on: Aug 30, 2020
Accepted on: Jan 20, 2021
Published on: Jan 29, 2021
Published by: Sciendo
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Related subjects:
© 2021 Zaineb El kharrazi, Nouh Izem, Mustapha Malek, Sahar Saoud, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.