A hybrid neural-projection solver for multi-period martingale optimal transport delivers 1597x inference speedup while enforcing martingale constraints to 10^{-6} precision on synthetic and market data.
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Multi-Period Martingale Optimal Transport: Classical Theory, Neural Acceleration, and Financial Applications
A hybrid neural-projection solver for multi-period martingale optimal transport delivers 1597x inference speedup while enforcing martingale constraints to 10^{-6} precision on synthetic and market data.