Open AccessSolution of the Black-Scholes equation using artificial neural networks
Author(s) -
J A González Cervera
Publication year - 2019
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1221/1/012044
Subject(s) - black–scholes model , partial differential equation , artificial neural network , volatility (finance) , mathematics , constant (computer programming) , differential equation , computer science , mathematical optimization , mathematical analysis , econometrics , artificial intelligence , programming language