On the approximation of the Black and Scholes call function.

Giuseppe Orlando Giovanni Taglialatela

Published in: J. Comput. Appl. Math. (2021)

Keyphrases

continuous functions
piecewise constant
website
weight function
database
data sets
neural network
decision making
artificial neural networks
error bounds
pointwise
queueing networks
approximation error
linear approximation
series expansion
taylor series expansion