"Sig-SDEs model for quantitative finance."

Imanol Pérez Arribas, Cristopher Salvi, Lukasz Szpruch (2020)

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DOI: 10.1145/3383455.3422553

access: closed

type: Conference or Workshop Paper

metadata version: 2023-05-08

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Imanol Pérez Arribas, Cristopher Salvi, Lukasz Szpruch:
Sig-SDEs model for quantitative finance. ICAIF 2020: 7:1-7:8

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