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
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
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© 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.