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Volatility Modeling with Rough Paths: A Signature-Based Alternative to Classical Expansions

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Bibliographic Details
Main Authors:	Alòs, Elisa, Burés, Òscar, de Santiago, Rafael, Vives, Josep
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance Probability 60L70, 60H10, 91G20, 91G60, 60G22
Online Access:	Acceder al recurso
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