Martingale property and moment explosions in signature volatility models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Jaber, Eduardo Abi, Gassiat, Paul, Sotnikov, Dimitri
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.17103