A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations

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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Publisher : American Mathematical Society
Total Pages : 106
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ISBN-10 : 9781470456320
ISBN-13 : 147045632X
Rating : 4/5 (20 Downloads)

Book Synopsis A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations by : Philipp Grohs

Download or read book A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations written by Philipp Grohs and published by American Mathematical Society. This book was released on 2023-04-07 with total page 106 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.


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