Open Access

About the valuation of American option under Black-Scholes model : a numerical study

R. Malek

R. Malek

Department of Mathematics, Faculty of Sciences, Moulay Ismail University
Search for this author on
Sciendo|Google Scholar
Malek, R.
  
Feb 01, 2023
About the valuation of American option under Black-Scholes model : a numerical study's Cover Image
About this article
Previous Article
Next Article
Cite
Download Cover
Published Online: Feb 01, 2023
Page range: 75 - 85
Received: Nov 24, 2022
Accepted: Dec 26, 2022
DOI: https://doi.org/10.2478/mjpaa-2023-0005
Keywords
© 2023 R. Malek, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.
Malek, R.
Department of Mathematics, Faculty of Sciences, Moulay Ismail University
Language:
English
Publication timeframe:
3 times per year
Journal Subjects:
Mathematics, Analysis, Differential Equations and Dynamical Systems, Probability and Statistics, Numerical and Computational Mathematics
Journal RSS Feed