Listar GI-M2NICA - Artigos por autor "Meer, Remco van der"
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Financial Option Valuation by Unsupervised Learning with Artificial Neural Networks
Salvador, Beatriz; Oosterlee, Cornelis W.; Meer, Remco van der (MDPI AG, 2020-12-28)[Abstract] Artificial neural networks (ANNs) have recently also been applied to solve partial differential equations (PDEs). The classical problem of pricing European and American financial options, based on the corresponding ...