Physics-Informed Neural Network approach to time-fractional Black–Scholes models: Pricing down-and-in Parisian options under rough volatility

Physica A Statistical Mechanics and its Applications 2026

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Authors: Samuel M. Nuugulu, Kailash C. Patidar, Divine T. Tarla

DOI: 10.1016/j.physa.2026.131576

Cited by: 1

References: 26

Fields of Study & Subjects

Stochastic processes and financial applications Stock Market Forecasting Methods Complex Systems and Time Series Analysis

References 26