Grohs, Philipp
[Author];
Hornung, Fabian
[Author];
Jentzen, Arnulf
[Author];
von Wurstemberger, Philippe
[Author]
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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Media type:
E-Book;
Report;
Text
Title:
A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations
Contributor:
Grohs, Philipp
[Author];
Hornung, Fabian
[Author];
Jentzen, Arnulf
[Author];
von Wurstemberger, Philippe
[Author]
imprint:
KITopen (Karlsruhe Institute of Technologie), 2023-07-10