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American Option Pricing Under Time-Varying Rough Volatility: A Signature-Based Hybrid Framework

Fuente: arXiv

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Detalles Bibliográficos
Autor principal:	Shah, Roshan
Formato:	Preprint
Publicado:	2025
Materias:	Mathematical Finance Computational Finance 91G60, 60G22, 65C30
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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