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A fast and enhanced shallow learning framework for solving free boundary options pricing problems

  • University of Calgary
  • Louisiana Tech University

Research output: Contribution to journal › Article › peer-review

Original languageEnglish
Pages (from-to)12327-12356
Number of pages30
JournalNeural Computing and Applications
Volume36
Issue number20
DOIs
StatePublished - Jul 2024
Externally publishedYes

ASJC Scopus Subject Areas

  • Software
  • Artificial Intelligence

Keywords

  • Early exercise boundary
  • Greeks
  • Hedge sensitivities
  • Neural network
  • Nonstandard options

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