Abstract
Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 9 September 2019Accepted: 06 October 2020Published online: 18 February 2021Keywordsrobust pricing and hedging, optimal transport, martingale optimal transport, robust copula, multi-marginal transport, numerical methods, linear programming, machine learning, deep neural networksAMS Subject Headings60G42, 49M25, 49M29, 90C08Publication DataISSN (online): 1945-497XPublisher: Society for Industrial and Applied MathematicsCODEN: sjfmbj
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