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Optimal approximations for the free boundary problems of the space-time fractional Black-Scholes equations using a combined physics-informed neural network

Crossref DOI link: https://doi.org/10.1038/s41598-024-77073-7

Published Online: 2024-10-25

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Song, Lina

Tan, Yousheng

Yu, Fajun

Luo, Yangcheng

Zheng, Jingjing
Funding

Funding for this research was provided by:

Department of Education of Liaoning Province (LJKZ1040)
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Text and Data Mining valid from 2024-10-25

Version of Record valid from 2024-10-25
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Article History

Received: 27 December 2023

Accepted: 18 October 2024

First Online: 25 October 2024

Declaration

:

: The authors declare no competing interests.

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