Pricing American Put Option using RBF-NN: New Simulation of Black-Scholes
By: El Kharrazi Zaineb, Saoud Sahar and Mahani Zouhir
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
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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.