ListarModelos e métodos numéricos en enxeñaría e ciencias aplicadas (M2NICA) por tema "(Non)linear PDEs"
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European and American Options Valuation by Unsupervised Learning with Artificial Neural Networks
(MDPI AG, 2020-08-19)[Abstract] Artificial neural networks (ANNs) have recently also been applied to solve partial differential equations (PDEs). In this work, the classical problem of pricing European and American financial options, based ...