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"Signature-Based Models: Theory and Calibration."

Christa Cuchiero, Guido Gazzani, Sara Svaluto-Ferro (2023)

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DOI: 10.1137/22M1512338

access: closed

type: Journal Article

metadata version: 2023-08-31

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  - https://dblp.org/rec/journals/siamfm/CuchieroGS23
Christa Cuchiero, Guido Gazzani, Sara Svaluto-Ferro:
Signature-Based Models: Theory and Calibration. SIAM J. Financial Math. 14(3): 910-957 (2023)

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