Signature volatility models: pricing and hedging with Fourier

Fuente: arXiv

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Bibliographic Details
Main Authors:	Jaber, Eduardo Abi, Gérard, Louis-Amand
Format:	Preprint
Published:	2024
Subjects:	Pricing of Securities 60L10, 91G20, 91G60
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2402.01820