Non-parametric Pricing and Hedging of Exotic Derivatives (2021)
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/10.1080/1350486x.2021.1891555
Publication URI: http://dx.doi.org/10.1080/1350486x.2021.1891555
Type: Journal Article/Review
Parent Publication: Applied Mathematical Finance
Issue: 6