"A deep learning approach to data-driven model-free pricing and to ..."

Ariel Neufeld, Julian Sester (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-03-24

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2103-11435
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2103-11435
Ariel Neufeld, Julian Sester:
A deep learning approach to data-driven model-free pricing and to martingale optimal transport. CoRR abs/2103.11435 (2021)

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