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

by Philipp Grohs, Fabian Hornung, Arnulf Jentzen and Philippe von Wurstemberger

Published by: American Mathematical Society

Series: Memoirs of the American Mathematical Society

Imprint: American Mathematical Society

93 Pages, 178.00 × 254.00 mm

  • Paperback
  • 9781470456320
  • Published: April 2023

£73.00

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