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Practice of Physics-Informed Neural Networks in Option Pricing: Integrating the Black-Scholes Partial Differential Equation into Deep Learning

Explore how to combine the classic Black-Scholes-Merton partial differential equation with neural networks to build Physics-Informed Neural Networks (PINN) for option pricing prediction, achieving deep integration of financial theory and machine learning.

PINN物理信息神经网络Black-Scholes模型期权定价JAX局部波动率量化金融偏微分方程机器学习
Published 2026-05-21 02:41Recent activity 2026-05-21 02:47Estimated read 1 min
Practice of Physics-Informed Neural Networks in Option Pricing: Integrating the Black-Scholes Partial Differential Equation into Deep Learning
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Section 01

导读 / 主楼:Practice of Physics-Informed Neural Networks in Option Pricing: Integrating the Black-Scholes Partial Differential Equation into Deep Learning

Introduction / Main Floor: Practice of Physics-Informed Neural Networks in Option Pricing: Integrating the Black-Scholes Partial Differential Equation into Deep Learning

Explore how to combine the classic Black-Scholes-Merton partial differential equation with neural networks to build Physics-Informed Neural Networks (PINN) for option pricing prediction, achieving deep integration of financial theory and machine learning.