A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations
Author | : Philipp Grohs |
Publisher | : American Mathematical Society |
Total Pages | : 106 |
Release | : 2023-04-07 |
ISBN-10 | : 9781470456320 |
ISBN-13 | : 147045632X |
Rating | : 4/5 (32X 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.