Pricing European and American Options by SPH Method

DOI10.1142/S0219876219500439OpenAlexW2943982390WikidataQ127911687 ScholiaQ127911687MaRDI QIDQ4985141

Boujemâa Achchab, Abdelmjid Qadi El Idrissi, A. Cheikh Maloum

Publication date: 22 April 2021

Published in: International Journal of Computational Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219876219500439

zbMATH Keywords

Black-Scholes equationSPH methodEuropean and American options

Mathematics Subject Classification ID

Fluid mechanics (76-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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Cites Work

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