DNN Expression Rate Analysis of High-Dimensional PDEs: Application to Option Pricing
Crossref DOI link: https://doi.org/10.1007/s00365-021-09541-6
Published Online: 2021-05-06
Published Print: 2022-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Elbrächter, Dennis
Grohs, Philipp
Jentzen, Arnulf
Schwab, Christoph
Funding for this research was provided by:
University of Vienna
Text and Data Mining valid from 2021-05-06
Version of Record valid from 2021-05-06
Article History
Received: 20 September 2018
Accepted: 13 November 2020
First Online: 6 May 2021