Proof That Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black-Scholes Partial Differential Equations
Proof That Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black-Scholes Partial Differential Equations
Philippe von Wurstemberger, Arnulf Jentzen, Fabian Hornung, Philipp Grohs
Details
- OL Work ID
- OL36476694W
Subjects
Mathematics