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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A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations

Grohs, Philipp ...

Type of material - book ; adult, serious

Publication and manufacture - Providence : American Mathematical Society, 2023

Language - english

ISBN - 978-1-4704-5632-0

COBISS.SI-ID - 166977795

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Author
Grohs, Philipp | Hornung, Fabian | Jentzen, Arnulf | Wurstemberger, Philippe von

Collection
Memoirs of the American Mathematical Society

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Library/institution	City	Acronym	For loan	Other holdings
FMF and IMFM, Mathematical Library, Ljubljana	Ljubljana	MAKLJ		info in library

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Year	JCR	SNIP	JCR	SNIP	JCR	SNIP	JCR	SNIP

Links to authors' personal bibliographies	Links to information on researchers in the SICRIS system
Grohs, Philipp
Hornung, Fabian
Jentzen, Arnulf
Wurstemberger, Philippe von

Source: Personal bibliographies and: SICRIS

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