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

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
Publisher:American Mathematical SocietyISBN 13: 9781470456320ISBN 10: 147045632X

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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 is written by Philipp Grohs and published by American Mathematical Society. It's available with International Standard Book Number or ISBN identification 147045632X (ISBN 10) and 9781470456320 (ISBN 13).

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