Numerical solving of the generalized Black-Scholes differential equation using Laguerre neural network
Yinghao Chen, Hanyu Yu, Xiangyu Meng, Xiao‐Liang Xie, Muzhou Hou, Julien Chevallier
Topics & Concepts
Laguerre polynomialsArtificial neural networkBlack–Scholes modelValuation of optionsComputer scienceApplied mathematicsMathematicsMathematical optimizationVolatility (finance)Mathematical analysisArtificial intelligenceEconometricsEnergy Load and Power ForecastingMachine Learning and ELMModel Reduction and Neural Networks