Machine learning approaches to option pricing ybipa739317226

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Abstract: In this paper, we study a partial differential equationPDE) framework for option pricing where the underlying factors exhibit stochastic correlation, with.

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As above, the Black Scholes equation is a partial differential equation, which describes the price of the option over time The equation is. Second order uniformly convergent numerical method for singularly perturbed delay parabolic partial differential equations.

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