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"Numerical solving of generalized Black-Scholes differential equation using ..."

Muzhou Hou et al. (2022)

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DOI: 10.1016/J.DSP.2022.103498

access: closed

type: Journal Article

metadata version: 2023-08-28

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Muzhou Hou, Huawei Fu, Zheng Hu, Jia Wang, Yinghao Chen, Yunlei Yang:
Numerical solving of generalized Black-Scholes differential equation using deep learning based on blocked residual connection. Digit. Signal Process. 126: 103498 (2022)

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