[
[1] Y. Achdou and O. Pironneau: Computational Methods for Option Pricing. Society for Industrial and Applied Mathematics (SIAM). ISBN 978-0-89871-573-6, 2005.10.1137/1.9780898717495
]Search in Google Scholar
[
[2] Z. Al-Zhour, M. Barfeie, F. Soleymani and E. Tohidi: A computational method to price with transaction costs under the nonlinear Black-Scholes model. Chaos, Solitons and Fractals, 127, 291-301, 2019.10.1016/j.chaos.2019.06.033
]Search in Google Scholar
[
[3] A. Andalaft-Chacur, M.M. Ali and J.G. Salazar: Real options pricing by the finite element method. Computers and Mathematics with Applications, 61, 2863–2873, 2011.10.1016/j.camwa.2011.03.070
]Search in Google Scholar
[
[4] S. Fazlollah, T. Emran, A.Z. Zeyad and B. Mahdiar: A computational method to price with transaction costs under the nonlinear Black–Scholes model. Chaos, Solitons and Fractals, 127, 291-301.10.1016/j.chaos.2019.06.033
]Search in Google Scholar
[
[5] F. Black and M. Scholes: The pricing of options and corporate liabilities J. Political Econ., 81, 637–654, 1973.10.1086/260062
]Search in Google Scholar
[
[6] L. Bsiss and C. Ziti: A new entropic riemann solver of conservation law mixed type including ziti’s δ-method with some experimental tests. Applied and Computational Mathematics, 6, 222-232, 2017.10.11648/j.acm.20170605.12
]Search in Google Scholar
[
[7] L. Bsiss and C. Ziti: A new numerical method for the integral approximation and solving the differential problems: Non-oscillating scheme, detecting the singularity in one and several dimension. J. Ponte, 73, 126–172, 2017.10.21506/j.ponte.2017.2.11
]Search in Google Scholar
[
[8] D.J. Duffy: Finite difference methods in financial engineering. WILEY Finance. ISBN 978-0-47085-882-0, 2006.
]Search in Google Scholar
[
[9] Y. Epshteyn and A. Kurganov: New interior penalty discontinuous galerkin methods for the Keller–Segel chemotaxis model. SIAM, 47, 386–408, 2009.10.1137/07070423X
]Search in Google Scholar
[
[10] C. Feng, J. Tan, Z. Jiang and S. Chen: A generalized european option pricing model with risk management. Physica A: Statistical Mechanics and its Applications, 545, 123-797, 1973.10.1016/j.physa.2019.123797
]Search in Google Scholar
[
[11] E.G. Haug: The complete guide to option pricing formulas. McGraw-Hill, New York. ISBN 978-0-07138-997-6, 2006.
]Search in Google Scholar
[
[12] D. Jeong, J. Kim and I. Wee: An accurate and efficient numerical method for black-scholes equations. Communications of the Korean Mathematical Society, 24, 617-628, 2009.10.4134/CKMS.2009.24.4.617
]Search in Google Scholar
[
[13] Z. Kharrazi, N. Izem, M. Malek and S. Sahar: A partition of unity finite element method for valuation american option under black-scholes model. J. of Pure and Appl. Anal. (MJPAA), 7, 324–336, 2021.10.2478/mjpaa-2021-0021
]Search in Google Scholar
[
[14] R. Malek:Étude et simulations numériques de quelques problèmes concrets présentant ou non des singularités. Thesis defunded at Moulay Ismail University, Meknes on May 2022.
]Search in Google Scholar
[
[15] R. Malek, E.H. Laamri and C. Ziti: Global existence for parabolic reaction-diffusion systems with exponential growth: Numerical study. Submitted.
]Search in Google Scholar
[
[16] R. Malek, E.H. Laamri and C. Ziti: Global existence for parabolic reaction-diffusion systems with polynomial growth: Numerical study. Submitted.
]Search in Google Scholar
[
[17] R. Malek and C. Ziti: A new numerical method to solve some PDEs in the unit ball and comparison with the finite element and the exact solution. International Journal of Differential Equations, 1, 1-15, 2021.10.1155/2021/6696165
]Search in Google Scholar
[
[18] F. Mercurio and T.C.F. Vorst: Option pricing with hedging at fixed trading dates. J. Appl. Math. Finance, 3, 135–158, 2006.10.1080/13504869600000007
]Search in Google Scholar
[
[19] R. Seydel: Numerical methods in finance and economics: A MATLAB-based introduction. WILEY Statisctic in practice. ISBN 978-1-118-62557-6, 2007.
]Search in Google Scholar
[
[20] J. Kim and S. Kim: Robust and accurate construction of the local volatility surface using Black-Scholes equation. Chaos, Solitons and Fractals, 150, 111-116, 2021.10.1016/j.chaos.2021.111116
]Search in Google Scholar
[
[21] O. Turcoane: Option price estimations and speculative trading in knowledge society. Procedia Economics and Finance, 3, 432–437, 2012.10.1016/S2212-5671(12)00176-1
]Search in Google Scholar
