Signature approach for pricing and hedging path-dependent options with frictions

Fuente: arXiv

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Bibliographic Details
Main Authors:	Jaber, Eduardo Abi, Hainaut, Donatien, Motte, Edouard
Format:	Preprint
Published:	2025
Subjects:	Portfolio Management Optimization and Control Mathematical Finance Pricing of Securities
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2511.23295