Signature-based validation of real-world economic scenarios

Fuente: arXiv

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Bibliographic Details
Main Authors:	Andrès, Hervé, Boumezoued, Alexandre, Jourdain, Benjamin
Format:	Preprint
Published:	2022
Subjects:	Statistical Finance Probability Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2208.07251