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

Yinghao Chen et al. (2021)

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DOI: 10.1016/J.DSP.2021.103003

access: closed

type: Journal Article

metadata version: 2023-08-28

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Yinghao Chen, Hanyu Yu, Xiangyu Meng, Xiaoliang Xie, Muzhou Hou, Julien Chevallier:
Numerical solving of the generalized Black-Scholes differential equation using Laguerre neural network. Digit. Signal Process. 112: 103003 (2021)

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