A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations

Metadata only

Author

Date

2023-04

Type

Monograph

ETH Bibliography

yes

Altmetrics

Publication status

published

External links

Journal / series

Memoirs of the American Mathematical Society

Volume

284(1410)

Publisher

American Mathematical Society

Organisational unit

03632 - Hiptmair, Ralf / Hiptmair, Ralf
02204 - RiskLab / RiskLab

More

ETH Bibliography

yes

Altmetrics

Research Collection