Solving multi-dimensional fractional Black-Scholes model using deep learning

DOI10.1016/J.PHYSA.2025.130908MaRDI QIDQ6915308zbMATH OpenFDO

Authors Junjia Guo, Hongyan Feng, Yue Kai

Publication date 15 October 2025

Published in Physica A (Search for Journal in Brave)

zbMATH Keywords

deep learningbackward stochastic differential equationsmulti-dimensionalfractional Black-Scholes equation

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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