Pages that link to "Item:Q5108927"
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The following pages link to Numerical Method for Model-free Pricing of Exotic Derivatives in Discrete Time Using Rough Path Signatures (Q5108927):
Displayed 4 items.
- Short Communication: Projection of Functionals and Fast Pricing of Exotic Options (Q5092723) (← links)
- The Signature Kernel Is the Solution of a Goursat PDE (Q5162619) (← links)
- Double-Execution Strategies Using Path Signatures (Q5872884) (← links)
- Feature engineering with regularity structures (Q6184277) (← links)