Gonon, Lukas
ORCID: https://orcid.org/0000-0003-3367-2455 and Schwab, Christoph
(2021):
Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models.
In: Finance and Stochastics, Vol. 25: pp. 615-657
[PDF, 1MB]
Additional link: https://doi.org/10.48550/arXiv.2101.11897
| Item Type: | Journal article |
|---|---|
| Faculties: | Mathematics, Computer Science and Statistics > Mathematics > Workgroup Financial Mathematics |
| Subjects: | 500 Science > 510 Mathematics |
| URN: | urn:nbn:de:bvb:19-epub-90940-7 |
| ISSN: | 0949-2984 |
| Language: | English |
| Item ID: | 90940 |
| Date Deposited: | 09. Feb 2022, 09:08 |
| Last Modified: | 22. Aug 2024, 10:53 |
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