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

Data publikacji: 01 lut 2023

Zakres stron: 75 - 85

Otrzymano: 24 lis 2022

Przyjęty: 26 gru 2022

DOI: https://doi.org/10.2478/mjpaa-2023-0005

Słowa kluczowe

American option, Black-Scholes model, heat equation, Finite Element method, ziti method

© 2023 R. Malek, published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.