Numerical solving of the generalized Black-Scholes differential equation using Laguerre neural network

Yinghao Chen, Hanyu Yu, Xiangyu Meng, Xiaoliang Xie, Muzhou Hou and Julien Chevallier
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Julien Chevallier: LED - Laboratoire d'Economie Dionysien - UP8 - Université Paris 8 Vincennes-Saint-Denis

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Date: 2021-05
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Published in Digital Signal Processing, 2021, 112, pp.103003. ⟨10.1016/j.dsp.2021.103003⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-04250266

DOI: 10.1016/j.dsp.2021.103003

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