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20192026
most citedForecasting Stock Options Prices via the Solution of an Ill-Posed Problem for the Black-Scholes Equation

7 citations · 8 across the 9 of their papers we have counts for

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math.AP2021

Application of Neural Network Machine Learning to Solution of Black-Scholes Equation

Mikhail V. Klibanov, Kirill V. Golubnichiy, Andrey V. Nikitin

This paper presents a novel way to predict options price for one day in advance, utilizing the method of Quasi-Reversibility for solving the Black-Scholes equation. The Black-Schol…