Approximation of single-barrier options partial differential equations using feed-forward neural network (Q6580765)
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scientific article; zbMATH DE number 7888963
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| English | Approximation of single-barrier options partial differential equations using feed-forward neural network |
scientific article; zbMATH DE number 7888963 |
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Approximation of single-barrier options partial differential equations using feed-forward neural network (English)
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29 July 2024
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artificial neural network
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barrier options
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extended Black-Scholes model
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Monte-Carlo simulation
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optimization
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PDE
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variable initialization
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