Approximation of single-barrier options partial differential equations using feed-forward neural network (Q6580765)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Approximation of single-barrier options partial differential equations using feed-forward neural network |
scientific article; zbMATH DE number 7888963
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Approximation of single-barrier options partial differential equations using feed-forward neural network |
scientific article; zbMATH DE number 7888963 |
Statements
Approximation of single-barrier options partial differential equations using feed-forward neural network (English)
0 references
29 July 2024
0 references
artificial neural network
0 references
barrier options
0 references
extended Black-Scholes model
0 references
Monte-Carlo simulation
0 references
optimization
0 references
PDE
0 references
variable initialization
0 references
0 references
0 references
