"Deep ReLU Network Expression Rates for Option Prices in high-dimensional, ..."

Lukas Gonon, Christoph Schwab (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-01-31

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2101-11897
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  - https://dblp.org/rec/journals/corr/abs-2101-11897
Lukas Gonon, Christoph Schwab:
Deep ReLU Network Expression Rates for Option Prices in high-dimensional, exponential Lévy models. CoRR abs/2101.11897 (2021)

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