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"Deep Signature Algorithm for Multidimensional Path-Dependent Options."

Erhan Bayraktar, Qi Feng, Zhaoyu Zhang (2024)

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DOI: 10.1137/23M1571563

access: closed

type: Journal Article

metadata version: 2024-05-23

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  - https://dblp.org/rec/journals/siamfm/BayraktarFZ24
Erhan Bayraktar, Qi Feng, Zhaoyu Zhang:
Deep Signature Algorithm for Multidimensional Path-Dependent Options. SIAM J. Financial Math. 15(1): 194-214 (2024)

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