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News/Adaptively trained Physics-informed Radial Basis Function Neural Networks for Solving Multi-asset Option Pricing Problems
arxiv
PublishedJuly 3, 2026 at 4:00 AM

Adaptively trained Physics-informed Radial Basis Function Neural Networks for Solving Multi-asset Option Pricing Problems

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arXiv:2601.12704v2 Announce Type: replace Abstract: The present study investigates the numerical solution of Black-Scholes partial differential equation (PDE) for option valuation with multiple underlying assets. We develop a physics-informed (PI) machine learning algorithm based on a radial basis f

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