Full Text Available
Note: Clicking the button above will open the full text document at the original institutional repository in a new window.
Option pricing with physics-informed neutral networks (PINNS)
We investigate the application of physics-informed neural networks (PINNs) to option pricing. PINNs are neural networks that are trained to numerically solve partial differential equations (PDEs) by obeying the dynamics induced by the PDE as well as the initial/terminal conditions of the PDE. They a...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | Eng |
| Published: |
Department of Finance and Tax
2024
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!