Option pricing in the Heston model with physics inspired neural networks (Q6630708)
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scientific article; zbMATH DE number 7936908
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option pricing in the Heston model with physics inspired neural networks |
scientific article; zbMATH DE number 7936908 |
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Option pricing in the Heston model with physics inspired neural networks (English)
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31 October 2024
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neural networks
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options
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Heston model
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Feynman-Kac equation
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0.770129382610321
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0.7503318786621094
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0.7329055666923523
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0.7248370051383972
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