Meshless methods for American option pricing through physics-informed neural networks

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Publication:6158655

DOI10.1016/J.ENGANABOUND.2023.02.040zbMath1521.91386OpenAlexW4323356871MaRDI QIDQ6158655

Salvatore Cuomo, Federico Gatta, Francesco Piccialli, Vincenzo Schiano Di Cola, Fabio Giampaolo

Publication date: 20 June 2023

Published in: Engineering Analysis with Boundary Elements (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.enganabound.2023.02.040







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