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

Title
"A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations"
Statement of Responsibility
Philipp Grohs ... [et al.]
Publisher
  • American Mathematical Society
Publication Year
  • c2023
Book size
26 cm

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Notes

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)

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Details 詳細情報について

  • CRID
    1130577729740291001
  • NII Book ID
    BD02181080
  • ISBN
    9781470456320
  • Text Lang
    en
  • Country Code
    us
  • Title Language Code
    en
  • Place of Publication
    • Providence, RI
  • Data Source
    • CiNii Books
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