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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A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations
（Memoirs of the American Mathematical Society, no. 1410）
American Mathematical Society, c2023
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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)
