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

Zaineb El kharrazi

Zaineb El kharrazi

Engineering Sciences and Energy Management Laboratory, Ibn Zohr University
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El kharrazi, Zaineb
, 
Nouh Izem

Nouh Izem

Laboratory of Engineering Sciences, Faculty of Science, Ibn Zohr University
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Izem, Nouh
, 
Mustapha Malek

Mustapha Malek

Higher School of Education and Training, Sultan Moulay Slimane University
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Malek, Mustapha
 and 
Sahar Saoud

Sahar Saoud

Technical Research Laboratory, Faculty of Applied Sciences, Ibn Zohr University
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Saoud, Sahar
  
Jan 29, 2021
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Published Online: Jan 29, 2021
Page range: 324 - 336
Received: Aug 30, 2020
Accepted: Jan 20, 2021
DOI: https://doi.org/10.2478/mjpaa-2021-0021
Keywords
© 2021 Zaineb El kharrazi et al., published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.
Language:
English
Publication timeframe:
3 times per year
Journal Subjects:
Mathematics, Analysis, Differential Equations and Dynamical Systems, Probability and Statistics, Numerical and Computational Mathematics
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