Option pricing under non-Markovian stochastic volatility models: A deep signature approach

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ma, Jingtang, Wu, Xianglin, Li, Wenyuan
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2508.15237