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A path-dependent PDE solver based on signature kernels

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Pannier, Alexandre, Salvi, Cristopher
Formato:	Preprint
Publicado:	2024
Materias:	Numerical Analysis Computational Finance 35R15, 60L10, 65N35, 91G60
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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