activity
20172025
most citedAnalysis of the Mean Field Free Energy Functional of Electrolyte Solution with Non-zero Boundary Conditions and the Generalized PB/PNP Equations with Inhomogeneous Dielectric Permittivity

1 citations · 1 across the 3 of their papers we have counts for

collaborators
Showing q-fin.CPShow all

1 paper · 1 filter

q-fin.CP2025

Exact Terminal Condition Neural Network for American Option Pricing Based on the Black-Scholes-Merton Equations

Wenxuan Zhang, Yixiao Guo, Benzhuo Lu

This paper proposes the Exact Terminal Condition Neural Network (ETCNN), a deep learning framework for accurately pricing American options by solving the Black-Scholes-Merton (BSM)…