Numerical solving of the generalized Black-Scholes differential equation using Laguerre neural network

Digital Signal Processing - Tập 112 - Trang 103003 - 2021
Yinghao Chen1, Hanyu Yu2, Xiangyu Meng1, Xiaoliang Xie3, Muzhou Hou1, Julien Chevallier4,5
1School of Mathematics and Statistics, Central South University, Changsha, 410083, China
2Business School, Central South University, Changsha, 410083, China
3School of Mathematics and Statistics, Hunan University of Technology and Business, Changsha, Hunan, 410205, China
4IPAG Business School (IPAG Lab), 184 boulevard Saint-Germain, Paris 75006, France
5University Paris 8 (LED), 2 rue de la Liberté, Saint-Denis 93526, France

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