Solving Black-Scholes PDE associated with Local Volatility via Physics-Informed Neural Network - 이무현 (The Graduate School, Ajou University, 2021)
학위논문(석사)--아주대학교 일반대학원 :금융공학과,2021. 8
Keywords: Black-Scholes PDE; Deep Learning; Dupire’s equation; Local volatility; Option Pricing; parametric PDE