Computation of optimal transport and related hedging problems via penalization and neural networks

23 February 2018

Papers citing "Computation of optimal transport and related hedging problems via penalization and neural networks"

3 / 3 papers shown

Title
Application of Self-Supervised Learning to MICA Model for Reconstructing Imperfect 3D Facial Structures P. D. Nguyen Thinh D. Le Duong Q. Nguyen Binh Duc Nguyen H. Nguyen-Xuan 18 1 0 08 Apr 2023
A deep learning approach to data-driven model-free pricing and to martingale optimal transport Ariel Neufeld J. Sester 25 11 0 21 Mar 2021
Robust pricing and hedging via neural SDEs Patryk Gierjatowicz Marc Sabate Vidales David Siska Lukasz Szpruch Zan Zuric 9 34 0 08 Jul 2020