Listar GI-M2NICA - Congresos, conferencias, etc. por autor "Oosterlee, Cornelis W."
Mostrando ítems 1-1 de 1
-
European and American Options Valuation by Unsupervised Learning with Artificial Neural Networks
Salvador, Beatriz; Oosterlee, Cornelis W.; Meer, Remco van der (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 ...