Author

Fabian Hornung

1 book found

Cover of Proof That Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black-Scholes Partial Differential Equations

Proof That Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black-Scholes Partial Differential Equations

Philipp Grohs, Fabian Hornung, Arnulf Jentzen, Philippe von Wurstemberger · First published 2023