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 - researchr publication

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Julius Berner, Philipp Grohs, Arnulf Jentzen. 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. SIMODS, 2(3):631-657, 2020. [doi]

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