A Deep Learning Based Numerical PDE Method for Option Pricing
Crossref DOI link: https://doi.org/10.1007/s10614-022-10279-x
Published Online: 2022-06-02
Published Print: 2023-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Wang, Xiang
Li, Jessica
Li, Jichun http://orcid.org/0000-0002-8338-8412
Funding for this research was provided by:
National Natural Science Foundation of China (11961048)
Text and Data Mining valid from 2022-06-02
Version of Record valid from 2022-06-02
Article History
Accepted: 12 May 2022
First Online: 2 June 2022
Declarations
:
: The authors declare that they have no conflict of interest.