A Proof That Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black-Scholes Partial Differential Equations

Philipp Grohs author Arnulf Jentzen author Fabian Hornung author Philippe von Wurstemberger author

Format:Paperback

Publisher:American Mathematical Society

Published:7th Apr '23

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A Proof That Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black-Scholes Partial Differential Equations cover

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ISBN: 9781470456320

Dimensions: unknown

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93 pages