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On the Structural Foundations of Signature Volatility Models: Existence, Arbitrage, Completeness, and the Hedging-Error Decomposition

Fuente: arXiv

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Detalles Bibliográficos
Autor principal:	Xodarev, Akmal
Formato:	Preprint
Publicado:	2026
Materias:	Mathematical Finance Probability 91G20, 91G30, 60H05, 60H10, 60G44
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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