Numerical solving of the generalized Black-Scholes differential equation using Laguerre neural network

Yinghao Chen, Hanyu Yu, Xiangyu Meng, Xiaoliang Xie, Muzhou Hou, Julien Chevallier. Numerical solving of the generalized Black-Scholes differential equation using Laguerre neural network. Digital Signal Processing, 112:103003, 2021. [doi]

Abstract

Abstract is missing.