Analysis of the Generalization Error: Empirical Risk Minimization over Deep Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Black--Scholes Partial Differential Equations
Berner, Julius, Grohs, Philipp, Jentzen, ArnulfVolume:
2
Journal:
SIAM Journal on Mathematics of Data Science
DOI:
10.1137/19m125649x
Date:
January, 2020
File:
PDF, 543 KB
2020