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Random Feature Neural Networks Learn Black-Scholes Type PDEs Without Curse of Dimensionality
Details
Random Feature Neural Networks Learn Black-Scholes Type PDEs Without Curse of Dimensionality
Journal
Journal of Machine Learning Research
Type
journal article
Date Issued
2023
Author(s)
Lukas Gonon
Official URL
https://jmlr.org/papers/v24/21-0987.html
URL
https://www.alexandria.unisg.ch/handle/20.500.14171/121828