A Deep Learning Approach to Data-Driven Model-Free Pricing and to Martingale Optimal Transport

DOI10.1109/TIT.2022.3229845arXiv2103.11435OpenAlexW3139168489MaRDI QIDQ6197488

Ariel Neufeld, Julian Sester

Publication date: 19 March 2024

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.11435

zbMATH Keywords

neural networksfinancial managementmachine learning

Mathematics Subject Classification ID

Information and communication theory, circuits (94-XX)

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