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

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Ma, Jingtang, Wu, Xianglin, Li, Wenyuan
Formato:	Preprint
Publicado:	2025
Materias:	Mathematical Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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