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Towards Fast Option Pricing PDE Solvers Powered by PIELM

Fuente: arXiv
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Bibliographic Details
Main Authors: Srinivasan, Akshay Govind, Said, Anuj Jagannath, Pentela, Sathwik, Dwivedi, Vikas, Srinivasan, Balaji
Format: Preprint
Published: 2025
Subjects:
Computational Engineering, Finance, and Science
Machine Learning
Numerical Analysis
J.2; I.6.3; G.1.7; G.1.8
Online Access:
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