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"Model-Agnostic Pricing of Exotic Derivatives Using Signatures."

Andrew Alden et al. (2022)

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DOI: 10.1145/3533271.3561740

access: closed

type: Conference or Workshop Paper

metadata version: 2023-09-30

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  dblp key:
  - conf/icaif/AldenVHL22
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  - https://dblp.org/rec/conf/icaif/AldenVHL22
Andrew Alden, Carmine Ventre, Blanka Horvath, Gordon Lee:
Model-Agnostic Pricing of Exotic Derivatives Using Signatures. ICAIF 2022: 96-104

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