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Option pricing models without probability: a rough paths approach (2021)

First Author: Armstrong J

Attributed to: Unparameterised multi-modal data, high order signatures, and the mathematics of data science funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1111/mafi.12308

Publication URI: http://dx.doi.org/10.1111/mafi.12308

Type: Journal Article/Review

Parent Publication: Mathematical Finance

Issue: 4