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

Artificial neural networks (ANNs) have very successfully been used in numerical simulations for a series of computational problems ranging from image classification/image recognition, speech recognition, time series analysis, game intelligence, and computational advertising to numerical approximatio...

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Bibliographische Detailangaben

Hauptverfasser:	Grohs, Philipp, Hornung, Fabian, Jentzen, Arnulf, von Wurstemberger, Philippe
Format:	E-Book Buch
Sprache:	Englisch
Veröffentlicht:	Providence, Rhode Island American Mathematical Society 2023
Ausgabe:	1
Schriftenreihe:	Memoirs of the American Mathematical Society
Schlagworte:	Approximation theory Differential equations, Partial-Numerical solutions Neural networks (Computer science) Stochastic differential equations
ISBN:	147045632X, 9781470456320
ISSN:	0065-9266, 1947-6221
Online-Zugang:	Volltext
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