A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations (Q6306376)
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scientific article; zbMATH DE number 7679303
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations |
scientific article; zbMATH DE number 7679303 |
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7 September 2018
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math.NA
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cs.LG
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cs.NA
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math.PR
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q-fin.MF
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