A novel structure automatic-determined Fourier extreme learning machine for generalized Black–Scholes partial differential equation

Author:

Ma MingjieORCID,Yang Jianhui,Liu Ruobing

Publisher

Elsevier BV

Subject

Artificial Intelligence,Information Systems and Management,Management Information Systems,Software

Reference37 articles.

1. The pricing of options and corporate liabilities;Scholes;J. Polit. Econ.,1973

2. Far field boundary conditions for black-scholes equations;Kangro;SIAM J. Numer. Anal.,2001

3. Option Pricing: Mathematical Models and Computation;Wilmott,1964

4. Partial Differential Equations of Parabolic Type;Friedman,1964

5. Linear and quasilinear equations of parabolic type;Ladyzhenskaya;Am. Math. Soc.,1968

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