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Calculations of fractional derivative option pricing models based on neural network - MaRDI portal

Calculations of fractional derivative option pricing models based on neural network (Q6049282)

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scientific article; zbMATH DE number 7750633
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Calculations of fractional derivative option pricing models based on neural network
scientific article; zbMATH DE number 7750633

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    Calculations of fractional derivative option pricing models based on neural network (English)
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    17 October 2023
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    Caputo fractional derivative
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    conformable fractional derivative
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    neural network
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    option pricing
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