A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations

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Bibliographic Information

A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations

Philipp Grohs ... [et al.]

(Memoirs of the American Mathematical Society, no. 1410)

American Mathematical Society, c2023

Available at  / 4 libraries

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Note

Other authors: Fabian Hornung, Arnulf Jentzen, Philippe von Wurstemberger

"April 2023, volume 284, number 1410 (sixth of 6 numbers)"

Includes bibliographical references (p. 89-93)

Related Books: 1-1 of 1

Details

  • NCID
    BD02181080
  • ISBN
    • 9781470456320
  • Country Code
    us
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Providence, RI
  • Pages/Volumes
    v, 93 p.
  • Size
    26 cm
  • Parent Bibliography ID
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