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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
Philipp Grohs
:
University of Vienna, Vienna, Austria and Austrian Academy of Sciences, Linz, Austria
Fabian Hornung
:
Karlsruhe Institute of Technology, Karlsruhe, Germany and ETH Zürich, Zürich, Switzerland
Arnulf Jentzen
:
The Chinese University of Hong Kong, Shenzhen, China and University of Münster, Münster, Germany and ETH Zürich, Zürich, Switzerland
Philippe von Wurstemberger
:
ETH Zürich, Zürich, Switzerland and The Chinese University of Hong Kong, Shenzhen, China
| Softcover ISBN: | 978-1-4704-5632-0 |
| Product Code: | MEMO/284/1410 |
| List Price: | $85.00 |
| MAA Member Price: | $76.50 |
| AMS Member Price: | $68.00 |
| eBook ISBN: | 978-1-4704-7448-5 |
| Product Code: | MEMO/284/1410.E |
| List Price: | $85.00 |
| MAA Member Price: | $76.50 |
| AMS Member Price: | $68.00 |
| Softcover ISBN: | 978-1-4704-5632-0 |
| eBook: ISBN: | 978-1-4704-7448-5 |
| Product Code: | MEMO/284/1410.B |
| List Price: | $170.00 $127.50 |
| MAA Member Price: | $153.00 $114.75 |
| AMS Member Price: | $136.00 $102.00 |
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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
Philipp Grohs
:
University of Vienna, Vienna, Austria and Austrian Academy of Sciences, Linz, Austria
Fabian Hornung
:
Karlsruhe Institute of Technology, Karlsruhe, Germany and ETH Zürich, Zürich, Switzerland
Arnulf Jentzen
:
The Chinese University of Hong Kong, Shenzhen, China and University of Münster, Münster, Germany and ETH Zürich, Zürich, Switzerland
Philippe von Wurstemberger
:
ETH Zürich, Zürich, Switzerland and The Chinese University of Hong Kong, Shenzhen, China
| Softcover ISBN: | 978-1-4704-5632-0 |
| Product Code: | MEMO/284/1410 |
| List Price: | $85.00 |
| MAA Member Price: | $76.50 |
| AMS Member Price: | $68.00 |
| eBook ISBN: | 978-1-4704-7448-5 |
| Product Code: | MEMO/284/1410.E |
| List Price: | $85.00 |
| MAA Member Price: | $76.50 |
| AMS Member Price: | $68.00 |
| Softcover ISBN: | 978-1-4704-5632-0 |
| eBook ISBN: | 978-1-4704-7448-5 |
| Product Code: | MEMO/284/1410.B |
| List Price: | $170.00 $127.50 |
| MAA Member Price: | $153.00 $114.75 |
| AMS Member Price: | $136.00 $102.00 |
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Book DetailsMemoirs of the American Mathematical SocietyVolume: 284; 2023; 93 ppMSC: Primary 65; 35; Secondary 60
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Table of Contents
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Chapters
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1. Introduction
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2. Probabilistic and analytic preliminaries
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3. Artificial neural network approximations
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4. Artificial neural network approximations for Black-Scholes partial differential equations
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Additional Material
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RequestsReview Copy – for publishers of book reviewsAccessibility – to request an alternate format of an AMS title
- Book Details
- Table of Contents
- Additional Material
- Requests
Volume: 284; 2023; 93 pp
MSC: Primary 65; 35; Secondary 60
-
Chapters
-
1. Introduction
-
2. Probabilistic and analytic preliminaries
-
3. Artificial neural network approximations
-
4. Artificial neural network approximations for Black-Scholes partial differential equations
Review Copy – for publishers of book reviews
Accessibility – to request an alternate format of an AMS title
Please select which format for which you are requesting permissions.