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A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black-Scholes Partial Differential Equations by Philipp Grohs 9781470456320
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A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black-Scholes Partial Differential Equations by Philipp Grohs 9781470456320

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About the Author
Philipp Grohs, University of Vienna, Austria, and Austrian Academy of Sciences, Linz, Austria.

Fabian Hornung, Karlsruhe Institute of Technology, Germany, and ETH Zurich, Switzerland.

Arnulf Jentzen, The Chinese University of Hong Kong, Shenzhen, China, University of Munster, Germany, and ETH Zurich, Switzerland.

Philippe von Wurstemberger, ETH Zurich, Switzerland, and The Chinese University of Hong Kong, Shenzhen, China.


Book Information
ISBN 9781470456320
Author Philipp Grohs
Format Paperback
Page Count 93
Imprint American Mathematical Society
Publisher American Mathematical Society

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