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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
(2018)SAM Research ReportArtificial neural networks (ANNs) have very successfully been used in numerical simulations for a series of computational problems ranging from image classification/image recognition, speech recognition, time series analysis, game intelligence, and computational advertising to numerical approximations of partial differential equations (PDEs). Such numerical simulations suggest that ANNs have the capacity to very efficiently approximate ...Report