Gonon, Lukas; 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 |
| Creative Commons Attribution 1MB |
Item Type: | Journal article |
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Faculties: | Mathematics, Computer Science and Statistics > Mathematics |
Subjects: | 500 Science > 510 Mathematics |
URN: | urn:nbn:de:bvb:19-epub-90940-7 |
ISSN: | 0949-2984 |
Language: | English |
ID Code: | 90940 |
Deposited On: | 09. Feb 2022 09:08 |
Last Modified: | 09. Feb 2022 09:08 |
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