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

Ariel Neufeld^*, Julian Sester

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

3 Citations (Scopus)

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Recent Findings from Nanyang Technological University Provides New Insights into Information Technology (A Deep Learning Approach To Data-driven Model-free Pricing and To Martingale Optimal Transport)
Neufeld , A.
6/15/23
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Press/Media: Research