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A path-dependent PDE solver based on signature kernels

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Pannier, Alexandre, Salvi, Cristopher
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Numerical Analysis Computational Finance 35R15, 60L10, 65N35, 91G60
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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