A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black-Scholes Partial Differential Equations
4 authors - Paperback
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Arnulf Jentzen Author
Martin Hutzenthaler, University of Duisburg-Essen, North Rhine-Westphalia, Germany.
Arnulf Jentzen, ETH Zurich, Switzerland.