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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

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