A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black-Scholes Partial Differential Equations
Author:   Philipp Grohs ,  Fabian Hornung ,  Arnulf Jentzen ,  Philippe von Wurstemberger
Publisher:   American Mathematical Society
ISBN:  

9781470456320


Pages:   93
Publication Date:   07 April 2023
Format:   Paperback
Availability:   In Print   Availability explained
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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


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Author:   Philipp Grohs ,  Fabian Hornung ,  Arnulf Jentzen ,  Philippe von Wurstemberger
Publisher:   American Mathematical Society
Imprint:   American Mathematical Society
ISBN:  

9781470456320


ISBN 10:   147045632
Pages:   93
Publication Date:   07 April 2023
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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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.

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