Have a personal or library account? Click to login
A Partition of unity finite element method for valuation American option under Black-Scholes model Cover

A Partition of unity finite element method for valuation American option under Black-Scholes model

Moroccan Journal of Pure and Applied Analysis
Volume 7 (2021): Issue 2 (May 2021)
By: Zaineb El kharrazi,  Nouh Izem,  Mustapha Malek and  Sahar Saoud  
Open Access
|Jan 2021

Authors

Zaineb El kharrazi

zaineb.elkharrazi@edu.uiz.ac.ma

Engineering Sciences and Energy Management Laboratory, Ibn Zohr University

Nouh Izem

izemnouh@gmail.com

Laboratory of Engineering Sciences, Faculty of Science, Ibn Zohr University

Mustapha Malek

malek.mustapha.masi@gmail.com

Higher School of Education and Training, Sultan Moulay Slimane University

Sahar Saoud

sahar.saoud@gmail.com

Technical Research Laboratory, Faculty of Applied Sciences, Ibn Zohr University
DOI: https://doi.org/10.2478/mjpaa-2021-0021 | Journal eISSN: 2351-8227
Journal RSS Feed
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
Keywords:
American option,
Black-Scholes,
Finite element method,
Enriched finite element method
Related subjects:
Mathematics,
Analysis,
Differential equations and dynamical systems,
Probability and statistics,
Numerical and computational mathematics

© 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.

Previous articleVolume 7 (2021): Issue 2 (May 2021)Next article