Empirical convergence rates for TDGF and DGM in Black-Scholes and Heston models show sampling stages and time steps are the main accuracy drivers, while sample count and network width have weak or unclear effects.
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Error Analysis of Deep PDE Solvers for Option Pricing
Empirical convergence rates for TDGF and DGM in Black-Scholes and Heston models show sampling stages and time steps are the main accuracy drivers, while sample count and network width have weak or unclear effects.