Low-dimensional approximations of the conditional law of Volterra processes: a non-positive curvature approach

Fuente: arXiv

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Bibliographic Details
Main Authors:	Arabpour, Reza, Armstrong, John, Galimberti, Luca, Kratsios, Anastasis, Livieri, Giulia
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis Machine Learning Neural and Evolutionary Computing Differential Geometry Computational Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2405.20094