Numerical solving for generalized Black-Scholes-Merton model with neural finite element method
Yinghao Chen, Lei Wei, Shen Cao, Fan Liu, Yunlei Yang, Yangjin Cheng
Topics & Concepts
Artificial neural networkFinite element methodNonlinear systemApplied mathematicsDomain (mathematical analysis)Computer scienceBlack–Scholes modelResidualFunction (biology)SubdivisionBoundary element methodNumerical analysisElement (criminal law)MathematicsAlgorithmMathematical analysisArtificial intelligenceStructural engineeringLawEconometricsPolitical scienceArchaeologyPhysicsQuantum mechanicsEngineeringBiologyEvolutionary biologyVolatility (finance)HistoryModel Reduction and Neural NetworksMagnetic Properties and ApplicationsFluid Dynamics and Turbulent Flows