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Numerical solving for generalized Black-Scholes-Merton model with neural finite element method.
Yinghao Chen
Lei Wei
Shen Cao
Fan Liu
Yunlei Yang
Yangjin Cheng
Published in:
Digit. Signal Process. (2022)
Keyphrases
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finite element method
multiscale
decision model
long term
decision makers
sensitivity analysis
expert knowledge
multi criteria