Meshless methods for American option pricing through physics-informed neural networks (Q6158655)
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scientific article; zbMATH DE number 7698636
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Meshless methods for American option pricing through physics-informed neural networks |
scientific article; zbMATH DE number 7698636 |
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Meshless methods for American option pricing through physics-informed neural networks (English)
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20 June 2023
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finance
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Black-Scholes
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PINN
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free boundary problem
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deep learning
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parametric model
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