The following pages link to Optimal stopping with signatures (Q6103968):
Displaying 6 items.
- Signature-Based Models: Theory and Calibration (Q6048449) (← links)
- Topologies on unparameterised path space (Q6144841) (← links)
- Deep signature algorithm for multidimensional path-dependent options (Q6496949) (← links)
- Signature-based validation of real-world economic scenarios (Q6556606) (← links)
- Deep neural network expressivity for optimal stopping problems (Q6565562) (← links)
- Joint calibration to SPX and VIX options with signature-based models (Q6667578) (← links)