Pages that link to "Item:Q2020305"
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The following pages link to Computation of optimal transport and related hedging problems via penalization and neural networks (Q2020305):
Displaying 12 items.
- Applications of weak transport theory (Q2073218) (← links)
- General construction and classes of explicit \(L^1\)-optimal couplings (Q2108511) (← links)
- Deep learning for constrained utility maximisation (Q2152236) (← links)
- Martingale transport with homogeneous stock movements (Q4991072) (← links)
- Robust statistical arbitrage strategies (Q4991081) (← links)
- Model-Free Price Bounds Under Dynamic Option Trading (Q5162858) (← links)
- Detecting data-driven robust statistical arbitrage strategies with deep neural networks (Q6557367) (← links)
- A multi-marginal c-convex duality theorem for martingale optimal transport (Q6569444) (← links)
- Connecting GANs, mean-field games, and optimal transport (Q6598422) (← links)
- Improved robust price bounds for multi-asset derivatives under market-implied dependence information (Q6619585) (← links)
- Neural networks can detect model-free static arbitrage strategies (Q6622697) (← links)
- Stability and sample complexity of divergence regularized optimal transport (Q6632602) (← links)
