@misc
{TN_libero_mab2,
author = {
Takahashi, Akihiko
AND
Yamada, Toshihiro
},
title = {
Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus
},
edition = {
This version : May 9, 2023
}
,
publisher = {Center for Advanced Research in Finance},
keywords = {
Asymptotic expansion
,
Deep learning
,
Kolmogorov PDEs
,
Malliavin calculus
,
Curse of dimensionality
,
Graue Literatur
},
year = {[2023]},
booktitle = {CARF working paper ; F-series ; CARF-F-560},
address = {
[Tokyo]
},
url = {
http://slubdd.de/katalog?TN_libero_mab2
}
}