Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models
Crossref DOI link: https://doi.org/10.1007/s00780-021-00462-7
Published Online: 2021-08-31
Published Print: 2021-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gonon, Lukas
Schwab, Christoph
Funding for this research was provided by:
Ludwig-Maximilians-Universität München
Text and Data Mining valid from 2021-08-31
Version of Record valid from 2021-08-31
Article History
Received: 3 August 2020
Accepted: 2 June 2021
First Online: 31 August 2021