[PDF][PDF] Adaptive neural network surrogate model for solving the implied volatility of time-dependent American option via Bayesian inference
Y Qian, K Zhang, J Li, X Wang - Electronic Research Archive, 2022 - aimspress.com
In this paper, we propose an adaptive neural network surrogate method to solve the implied
volatility of American put options, respectively. For the forward problem, we give the linear …
volatility of American put options, respectively. For the forward problem, we give the linear …
[PDF][PDF] First Order Numerical Algorithms for Some Optimal Control Problems with PDE Constraints
S Yongcun - 2021 - dcn.nat.fau.eu
In this chapter, we first introduce some optimal control problems with partial differential
equation (PDE) constraints considered in this thesis. Then, some first order numerical …
equation (PDE) constraints considered in this thesis. Then, some first order numerical …