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	Call number – location, accession no. ...	Copy status
FMF, Mathematical Library, Lj.	Skladišče-Jadranska 19 10501/1410x	info in library

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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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