Signature volatility models: pricing and hedging with Fourier (Q6948694)
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scientific article; zbMATH DE number 8074423
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| English | Signature volatility models: pricing and hedging with Fourier |
scientific article; zbMATH DE number 8074423 |
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Signature volatility models: pricing and hedging with Fourier (English)
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5 August 2025
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stochastic volatility
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path signature
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pricing
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hedging
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calibration
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Fourier methods
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