High-Fidelity Pricing of Financial Derivatives using Numerical Methods and Neural Network Approaches

Date

Authors

Abstract

UNDER EMBARGO

Description

Srinivasan, Natesan

Keywords

Computational Finance , Option Pricing , Black-Scholes Models , Zero- Coupon Bond Pricing , Weak Galerkin Finite Element Method , Discontinuous Galerkin Method , Constant Elasticity of Variance Model , Physics-Informed Neural Networks.

URI

https://gyan.iitg.ac.in/handle/123456789/3536

Collections

PhD Theses (Mathematics)

Creative Commons license

https://creativecommons.org/licenses/by-nc-sa/4.0/

Except where otherwise noted, this item's license is described as https://creativecommons.org/licenses/by-nc-sa/4.0/