Solving multi-dimensional fractional Black-Scholes model using deep learning (Q6915308)
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scientific article; zbMATH DE number 8106790
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| English | Solving multi-dimensional fractional Black-Scholes model using deep learning |
scientific article; zbMATH DE number 8106790 |
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Solving multi-dimensional fractional Black-Scholes model using deep learning (English)
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15 October 2025
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deep learning
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fractional Black-Scholes equation
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multi-dimensional
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backward stochastic differential equations
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