A fast and enhanced shallow learning framework for solving free boundary options pricing problems
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DOI: 10.1007/s00521-024-09740-9
Abstract: We consider various nonstandard and nonlinear free boundary options pricing problems comprising the nonlinear free boundary local volatility model, exotic options, and dividend paying pricing model and present a fast and enhanced shallow learning framework… read more here.
Keywords: pricing problems; boundary options; options pricing; enhanced shallow ... See more keywords