Multi-Period Martingale Optimal Transport: Classical Theory, Neural Acceleration, and Financial Applications

Fuente: arXiv

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Bibliographic Details
Main Author:	B, Sri Sairam Gautam
Format:	Preprint
Published:	2026
Subjects:	Computational Finance Mathematical Finance Pricing of Securities 90C25, 60G42, 91G20, 49Q22, 65K10
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2601.05290