"Generating drawdown-realistic financial price paths using path signatures."

Emiel Lemahieu, Kris Boudt, Maarten Wyns (2023)

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DOI: 10.48550/ARXIV.2309.04507

access: open

type: Informal or Other Publication

metadata version: 2023-09-20

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  - journals/corr/abs-2309-04507
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  - https://dblp.org/rec/journals/corr/abs-2309-04507
Emiel Lemahieu, Kris Boudt, Maarten Wyns:
Generating drawdown-realistic financial price paths using path signatures. CoRR abs/2309.04507 (2023)

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