Pages that link to "Item:Q2238770"

The following pages link to Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models (Q2238770):

Displaying 9 items.

• DNN expression rate analysis of high-dimensional PDEs: application to option pricing (Q2117328) (← links)
• The deep parametric PDE method and applications to option pricing (Q2161843) (← links)
• Solving non-linear Kolmogorov equations in large dimensions by using deep learning: a numerical comparison of discretization schemes (Q2680327) (← links)
• Neural network stochastic differential equation models with applications to financial data forecasting (Q2692074) (← links)
• Deep ReLU neural networks overcome the curse of dimensionality for partial integrodifferential equations (Q5873924) (← links)
• Deep ReLU neural network approximation in Bochner spaces and applications to parametric PDEs (Q6062166) (← links)
• The Kolmogorov infinite dimensional equation in a Hilbert space via deep learning methods (Q6112485) (← links)
• Collocation approximation by deep neural ReLU networks for parametric and stochastic PDEs with lognormal inputs (Q6148127) (← links)
• Pricing options on flow forwards by neural networks in a Hilbert space (Q6181517) (← links)