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

Fuente: arXiv

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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
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