American Options Pricing under Heston Model via Curriculum Learning in Coupled PINNs

By Rohan, Siddanth Shetty, Amit N. Kumar

Published 2026-05-01

Everscope rating

1683.6

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: Coupled Physics-Informed Neural Networks with Curriculum Learning. Problem types: Optimization, PDE Solving (Free-Boundary Problem), Option Pricing.

arXiv:2605.06688 · Code · Paper rankings

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