Data driven neural network approaches for pricing options

DOI10.1016/J.PHYSD.2025.134992MaRDI QIDQ6832325zbMATH OpenFDO

Authors Samuel M. Nuugulu, Kailash C. Patidar, Divine T. Tarla

Publication date 2 April 2026

Published in Physica D (Search for Journal in Brave)

zbMATH Keywords

option pricingneural networksimplied volatilityHeston stochastic volatility modelPINNpurely data driven approach

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Artificial neural networks and deep learning (68T07)

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