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Computation of Optimal Transport and Related Hedging Problems via Penalization and Neural Networks

Computation of Optimal Transport and Related Hedging Problems via Penalization and Neural Networks

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ECKSTEIN, Stephan, Michael KUPPER, 2021. Computation of Optimal Transport and Related Hedging Problems via Penalization and Neural Networks. In: Applied Mathematics & Optimization. Springer. 83(2), pp. 639-667. ISSN 0095-4616. eISSN 1432-0606. Available under: doi: 10.1007/s00245-019-09558-1

@article{Eckstein2021Compu-53512, title={Computation of Optimal Transport and Related Hedging Problems via Penalization and Neural Networks}, year={2021}, doi={10.1007/s00245-019-09558-1}, number={2}, volume={83}, issn={0095-4616}, journal={Applied Mathematics & Optimization}, pages={639--667}, author={Eckstein, Stephan and Kupper, Michael} }

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