Solving American option optimal control problems in financial markets using a novel neural network (Q6593226)
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scientific article; zbMATH DE number 7901726
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving American option optimal control problems in financial markets using a novel neural network |
scientific article; zbMATH DE number 7901726 |
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Solving American option optimal control problems in financial markets using a novel neural network (English)
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26 August 2024
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optimal control problem
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linear complementarity problem
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neural networks
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American option
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partial differential equation solver
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