Výsledky vyhledávání - "Abdellahi Cheikh Maloum"

Numerical simulation of the Black-Scholes equation using the SPH method

Autor: Boujemaa Achchab, Abdellahi Cheikh Maloum, Abdelmjid Qadi El Idrissi

Publikováno v: International Journal of Computing Science and Mathematics. 12:239

In this paper we present a numerical method for solving the European options (call and put) using the Black-Scholes model. The numerical method considered is based on the SPH method. SPH is one of the most popular and efficient numerical schemes used

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a9074d14c731abe51213a2ad6346c99f
https://doi.org/10.1504/ijcsm.2020.10033974

Zobrazit plný text záznamu

Numerical analysis of the European and American options with the SPH method

Autor: Abdellahi Cheikh Maloum, Boujemaa Achchab, Abdelmjid Qadi El Idrissi

Publikováno v: International Journal of Mathematical Modelling and Numerical Optimisation. 10:28

In this paper, we propose a numerical method to solve the European and the American options by using the SPH method. Because its robustness and efficacy, this numerical method has been widely applied in the computation of partial differential equatio

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0a06cd438de86421f6e5e51b5419769f
https://doi.org/10.1504/ijmmno.2020.10026042

Zobrazit plný text záznamu

Vyhledávací nástroje:

Upřesnit hledání