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

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

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ISBN: 9781470456320
Publication date:
Author: Philipp Grohs, Fabian Hornung, Arnulf Jentzen, Philippe Von Wurstemberger
Publisher: American Mathematical Society
Format: Paperback
Pagination: 93 pages
Series: Memoirs of the American Mathematical Society
Genres: Differential calculus and equations
Calculus and mathematical analysis