"Numerical solving for generalized Black-Scholes-Merton model with neural ..."

Yinghao Chen et al. (2022)

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DOI: 10.1016/J.DSP.2022.103757

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type: Journal Article

metadata version: 2022-11-17

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Yinghao Chen, Lei Wei, Shen Cao, Fan Liu, Yunlei Yang, Yangjin Cheng:
Numerical solving for generalized Black-Scholes-Merton model with neural finite element method. Digit. Signal Process. 131: 103757 (2022)

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