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 : | , , , |
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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 |
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