Novel ANN Method for Solving Ordinary and Time-Fractional Black–Scholes Equation
The main aim of this study is to introduce a 2-layered artificial neural network (ANN) for solving the Black–Scholes partial differential equation (PDE) of either fractional or ordinary orders. Firstly, a discretization method is employed to change the model into a sequence of ordinary differential...
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| Hlavní autoři: | , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
Wiley
2021-01-01
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| Edice: | Complexity |
| On-line přístup: | http://dx.doi.org/10.1155/2021/5511396 |
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