Proof That Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black-Scholes Partial Differential Equations

Häftad, Engelska, 2023

Av Philipp Grohs, Fabian Hornung, Arnulf Jentzen, Philippe von Wurstemberger

1 279 kr

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Utgivningsdatum2023-04-07
Mått178 x 254 x undefined mm
SpråkEngelska
SerieMemoirs of the American Mathematical Society
Antal sidor93
FörlagAmerican Mathematical Society
EAN9781470456320

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Philipp Grohs, University of Vienna, Austria, and Austrian Academy of Sciences, Linz, Austria.Fabian Hornung, Karlsruhe Institute of Technology, Germany, and ETH Zurich, Switzerland.Arnulf Jentzen, The Chinese University of Hong Kong, Shenzhen, China, University of Munster, Germany, and ETH Zurich, Switzerland.Philippe von Wurstemberger, ETH Zurich, Switzerland, and The Chinese University of Hong Kong, Shenzhen, China.

Proof That Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black-Scholes Partial Differential Equations

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