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pro vyhledávání: '"Remco van der Meer"'
Publikováno v:
Mathematics, Vol 9, Iss 1, p 46 (2020)
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 PDE formulations, is studied here.
Externí odkaz:
https://doaj.org/article/a21f6f7f255447f2aa2eeb8e9a6f60c1
Publikováno v:
Proceedings, Vol 54, Iss 1, p 14 (2020)
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 on the corresponding PDE formulations, is
Externí odkaz:
https://doaj.org/article/126294eeb4354e6084d64a11e58092cc
Publikováno v:
Mathematics, Vol 9, Iss 46, p 46 (2021)
RUC: Repositorio da Universidade da Coruña
Universidade da Coruña (UDC)
Mathematics, 9(1)
RUC. Repositorio da Universidade da Coruña
Universitat Oberta de Catalunya (UOC)
Mathematics
Volume 9
Issue 1
RUC: Repositorio da Universidade da Coruña
Universidade da Coruña (UDC)
Mathematics, 9(1)
RUC. Repositorio da Universidade da Coruña
Universitat Oberta de Catalunya (UOC)
Mathematics
Volume 9
Issue 1
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 PDE formulations, is studied here.
Publikováno v:
Proceedings, Vol 54, Iss 14, p 14 (2020)
RUC. Repositorio da Universidade da Coruña
instname
RUC: Repositorio da Universidade da Coruña
Universidade da Coruña (UDC)
RUC. Repositorio da Universidade da Coruña
instname
RUC: Repositorio da Universidade da Coruña
Universidade da Coruña (UDC)
[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 on the corresponding PDE formul
Publikováno v:
Journal of Computational and Applied Mathematics, 405
Recent works have shown that deep neural networks can be employed to solve partial differential equations, giving rise to the framework of physics informed neural networks (Raissi et al., 2007). We introduce a generalization for these methods that ma
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::601d40085051ac0ed1923c01131062bd
Publikováno v:
Physical Review A
Physical Review A: covering atomic, molecular, and optical physics and quantum information, 96(6)
Physical Review A: covering atomic, molecular, and optical physics and quantum information, 96(6)
In the study of thermodynamics for nanoscale quantum systems, a family of quantities known as generalized free energies have been derived as necessary and sufficient conditions that govern state transitions. These free energies become important espec