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"A Deep Learning Approach to Data-Driven Model-Free Pricing and to ..."

Ariel Neufeld, Julian Sester (2023)

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DOI: 10.1109/TIT.2022.3229845

access: closed

type: Journal Article

metadata version: 2023-04-29

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Ariel Neufeld, Julian Sester:
A Deep Learning Approach to Data-Driven Model-Free Pricing and to Martingale Optimal Transport. IEEE Trans. Inf. Theory 69(5): 3172-3189 (2023)

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