Respecting causality physics-informed neural network solving nonlinear option pricing models

DOI10.1088/1572-9494/AE3F91MaRDI QIDQ7315991zbMATH OpenFDO

Authors JunCai Pu, Yuqi Xiang, Yong Chen

Publication date 18 August 2026

Published in Communications in Theoretical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/1572-9494/AE3F91

Mathematics Subject Classification ID

Numerical methods for partial differential equations, boundary value problems (65N99) Artificial neural networks and deep learning (68T07) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60)

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