Solving Linear Black-Scholes PIDEs on Linear Black-Scholes PIDEs form (49) (test)
0.0202Mean MAEINEUS
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| INEUSState dimension d=5, Training epochs k*=1000, Number of independent runs=102026.05 | 0.0202 | 0.0031 | 0.3045 | 0.0167 | 3,259 | |
| INEUSState dimension d=10, Training epochs k*=1000, Number of independent runs=102026.05 | 0.0224 | 0.0045 | 0.2749 | 0.0355 | 4,049 | |
| INEUSState dimension d=25, Training epochs k*=1000, Number of independent runs=102026.05 | 0.0246 | 0.0036 | 0.1933 | 0.02 | 8,248 | |
| INEUSState dimension d=50, Training epochs k*=1000, Number of independent runs=102026.05 | 0.0257 | 0.0054 | 0.2305 | 0.0879 | 10,984 | |
| INEUSState dimension d=100, Training epochs k*=1000, Number of independent runs=102026.05 | 0.0294 | 0.0064 | 0.2277 | 0.095 | 15,799 |