Pricing American put option using RBF-NN: new simulation of Black-Scholes (Q6491266)
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scientific article; zbMATH DE number 7836897
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American put option using RBF-NN: new simulation of Black-Scholes |
scientific article; zbMATH DE number 7836897 |
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Pricing American put option using RBF-NN: new simulation of Black-Scholes (English)
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24 April 2024
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American option
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artificial neural network
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Black-Scholes equation
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Monte Carlo simulation
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option pricing
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radial basis function
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