Error Analysis of Option Pricing via Deep PDE Solvers: Empirical Study.
Rawin AssabumrungratKentaro MinamiMasanori HiranoPublished in: CoRR (2023)
Keyphrases
- error analysis
- empirical studies
- option pricing
- partial differential equations
- stock price
- black scholes
- decision analysis
- empirical analysis
- anisotropic diffusion
- least squares
- level set
- error correction
- real option
- black scholes model
- influence diagrams
- sensitivity analysis
- semi supervised learning
- computational complexity
- multiscale
- bayesian networks
- image processing