Neural network expression rates and applications of the deep parametric PDE method in counterparty credit risk (Q6549602)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Neural network expression rates and applications of the deep parametric PDE method in counterparty credit risk |
scientific article; zbMATH DE number 7859342
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Neural network expression rates and applications of the deep parametric PDE method in counterparty credit risk |
scientific article; zbMATH DE number 7859342 |
Statements
Neural network expression rates and applications of the deep parametric PDE method in counterparty credit risk (English)
0 references
4 June 2024
0 references
deep neural networks
0 references
deep parametric PDE method
0 references
DNN approximation theory
0 references
DNN expression rates
0 references
high-dimensional partial differential equations
0 references
option pricing
0 references
exposure calculation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8359915614128113
0 references
0.8004167675971985
0 references
0.7888445258140564
0 references
0.7884598970413208
0 references
0.7852709889411926
0 references
