Signature SDEs from an affine and polynomial perspective

Fuente: arXiv

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Bibliographic Details
Main Authors:	Cuchiero, Christa, Svaluto-Ferro, Sara, Teichmann, Josef
Format:	Preprint
Published:	2023
Subjects:	Probability Mathematical Finance 60G20, 60L10, 58K20, 60L70
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2302.01362