Pricing American Put Option using RBF-NN: New Simulation of Black-Scholes
By: El Kharrazi Zaineb, Saoud Sahar and Mahani Zouhir
Authors
El Kharrazi Zaineb
zaineb.elkharrazi@edu.uiz.ac.ma
Engineering Sciences and Energy Management Laboratory, ENSA, Ibn Zohr University
Saoud Sahar
Technical Research Laboratory, Faculty of Applied Sciences, Ibn Zohr University
Mahani Zouhir
Engineering Sciences and Energy Management Laboratory, ENSA, Ibn Zohr University
DOI: https://doi.org/10.2478/mjpaa-2022-0007 | Journal eISSN: 2351-8227
Language: English
Page range: 78 - 91
Submitted on: Dec 21, 2020
Accepted on: Jun 17, 2021
Published on: Jan 13, 2022
Published by: Sciendo
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Keywords:
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© 2022 El Kharrazi Zaineb, Saoud Sahar, Mahani Zouhir, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.