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Numerical method for discrete double barrier option pricing with time-dependent parameters.
Rahman Farnoosh
Amirhossein Sobhani
Hamidreza Rezazadeh
Mohammad Hossein Beheshti
Published in:
Comput. Math. Appl. (2015)
Keyphrases
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numerical methods
black scholes
option pricing
partial differential equations
differential equations
neural network
sensitivity analysis
machine learning
reinforcement learning
pairwise
prior knowledge
markov chain
natural images
finite element method