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

By Wenxuan Zhang, Yixiao Guo, Benzhuo Lu

Published 2025-10-31

Everscope rating

1779.6

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Exact Terminal Condition Neural Network (ETCNN). Problem types: Optimization, Regression, PDE Solving, Option Pricing.

arXiv:2510.27132 · Paper rankings

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