Deep Signature Algorithm for Multi-dimensional Path-Dependent Options

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bayraktar, Erhan, Feng, Qi, Zhang, Zhaoyu
Format:	Preprint
Published:	2022
Subjects:	Computational Finance Machine Learning Mathematical Finance 65C30, 60H35, 65M75
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2211.11691