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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]

Authors

Yinghao Chen

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Hanyu Yu

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Xiangyu Meng

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Xiaoliang Xie

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Muzhou Hou

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Julien Chevallier

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