American Options Pricing under Heston Model via Curriculum Learning in Coupled PINNs

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Rohan, Shetty, Siddanth, Kumar, Amit N.
Format:	Preprint
Published:	2026
Subjects:	Computational Finance Probability Statistics Theory Primary: 91G20, 91G15, Secondary: 62P05, 68T07
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2605.06688