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Computation of optimal transport and related hedging problems via penalization and neural networks. (arXiv:1802.08539v1 [math.OC])
Showing live article 1417 of 2696 in channel 67802952
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Language: English
Channel Number: 67802952
Article Number: 1417
Date: February 25, 2018, 5:39 pm
URL: http://www.moneyscience.com/pg/newsfeeds/moneyscience/item/802034/computation-of-optimal-transport-and-related-hedging-problems-via-penalization-and-neural-networks-arxiv180208539v1-mathoc
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