Generative Pricing of Basket Options via Signature-Conditioned Mixture Density Networks

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Molla, Hasib Uddin, Ware, Antony, Asadzadeh, Ilnaz, Fernandes, Nelson Mesquita
Format:	Preprint
Published:	2025
Subjects:	Pricing of Securities
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2511.09061