Model-Agnostic Pricing of Exotic Derivatives Using Signatures (2022)

First Author: Alden A

Attributed to: UKRI Trustworthy Autonomous Systems Hub funded by SPF

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1145/3533271.3561740

Publication URI: http://dx.doi.org/10.1145/3533271.3561740

Type: Conference/Paper/Proceeding/Abstract