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A deep learning approach to data-driven model-free pricing and to
  martingale optimal transport

A deep learning approach to data-driven model-free pricing and to martingale optimal transport

21 March 2021
Ariel Neufeld
J. Sester
ArXivPDFHTML

Papers citing "A deep learning approach to data-driven model-free pricing and to martingale optimal transport"

1 / 1 papers shown
Title
Chaotic Hedging with Iterated Integrals and Neural Networks
Chaotic Hedging with Iterated Integrals and Neural Networks
Ariel Neufeld
Philipp Schmocker
39
10
0
21 Sep 2022
1