keyword Two-dimensional Black-Scholes Model / (1 Article)
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European option pricing underlying two assets using PINN
Journal ArticleWriter : Tavakoli، Kimiya ؛ Zamanpour، Alireza ؛ Corresponding Author : Neisy، Abdolsadeh ؛
Journal:Journal of Mathematics and Modeling in Finance»Summer and Autumn 2024, Volume 4 - Number 2 (15 page(s) - From 17 to 31 )
Keywords:Loss functionEuropean optionActivation functionPhysics-informed Neural NetworksTwo-dimensional Black-Scholes ModelArti cial Neural Networks
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| Journal Journal of Mathematics and Modeling in Finance 1 |
Related keywords
Loss functionArti cial Neural NetworksEuropean optionPhysics-informed Neural NetworksActivation function