Numerical solving of the generalized Black-Scholes differential equation using Laguerre neural network.
Yinghao ChenHanyu YuXiangyu MengXiaoliang XieMuzhou HouJulien ChevallierPublished in: Digit. Signal Process. (2021)
Keyphrases
- differential equations
- numerical methods
- black scholes
- runge kutta
- neural network
- feed forward artificial neural networks
- dynamical systems
- ordinary differential equations
- numerical solution
- pattern recognition
- artificial neural networks
- boundary value problem
- continuous functions
- partial differential equations
- difference equations
- orthogonal basis
- option pricing
- fault diagnosis
- fuzzy logic
- sensitivity analysis
- genetic algorithm
- level set method
- financial markets
- decision making