A deep learning based numerical PDE method for option pricing
Year of publication: |
2023
|
---|---|
Authors: | Wang, Xiang ; Li, Jessica ; Li, Jichun |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 62.2023, 1, p. 149-164
|
Subject: | Black-Scholes equation | Deep learning | Neural networks | Option pricing | Experiment | Optionspreistheorie | Option pricing theory | Neuronale Netze | Black-Scholes-Modell | Black-Scholes model | Numerisches Verfahren | Numerical analysis | Lernprozess | Learning process |
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