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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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| Auteurs principaux : | , , , |
|---|---|
| Format : | Livre |
| Langue : | anglais |
| Titre complet : | A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of black-scholes partial differential equations / Philipp Grohs, Fabian Hornung, Arnulf Jentzen, Philippe von Wurstemberger |
| Publié : |
Providence, RI :
American Mathematical Society
, 2023 |
| Description matérielle : | 1 vol. (V-93 p.) |
| Collection : | Memoirs of the American Mathematical Society ; 1410 |
| Sujets : | |
| Documents associés : | Autre format:
A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of black-scholes partial differential equations |
Bib. CRDM (Mathématiques)
| | Cote | Prêt | Statut |
|---|---|---|---|
| Bibliothèque | Mem/1410 | Prêt sans prolongation | Disponible |