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  European option pricing underlying two assets using PINN

  Writer : Tavakoli، Kimiya ؛ Zamanpour، Alireza ؛ Corresponding Author : Neisy، Abdolsadeh ؛

  Journal:Journal of Mathematics and Modeling in Finance»Summer and Autumn 2024, Volume 4 - Number 2 (‎15 page(s) - From 17 to 31 )

  Keywords:Loss functionEuropean optionActivation functionPhysics-informed Neural NetworksTwo-dimensional Black-Scholes ModelArticial Neural Networks

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