The work adopts the neural network algorithm to derive optimized series solutions of fractional option pricing equations. The studied models include Caputo time ...
Jul 22, 2023 · The work adopts the neural network algorithm to derive optimized series solutions of fractional option pricing equations.
Feb 1, 2024 · The work adopts the neural network algorithm to derive optimized series solutions of fractional option pricing equations. The studied models ...
Oct 22, 2024 · The work provides a viable method for subsequent researchers to study American option pricing using fractional calculus and neural networks ...
Calculations of fractional derivative option pricing models based ... - OUCI
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Calculations of fractional derivative option pricing models based on neural network. https://doi.org/10.1016/j.cam.2023.115462 ·.
Abstract— This study presents a novel approach to enhance option pricing accuracy by introducing the Fractional Order. Black-Scholes-Merton (FOBSM) model.
May 14, 2024 · The present work proposes an approach based on Neural Networks to solve the Black-Scholes Equations. Real-world data from the stock options market were used as ...
This paper presents a survey of fractional calculus neural network-based (FC NN-based) computer vision techniques for denoising, enhancement, object detection, ...
This study emphasizes the need to take fractional derivatives into account when analyzing financial market dynamics. Since FOBSM captures memory characteristics ...
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Jul 18, 2023 · Wnang [23] has developed a hybrid method based on the combination of Bernoulli polynomials approximation and Caputo fractional derivative and ...
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