Numerical Method for Model-free Pricing of Exotic Derivatives in Discrete Time Using Rough Path Signatures (Q5108927)
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scientific article; zbMATH DE number 7197556
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Method for Model-free Pricing of Exotic Derivatives in Discrete Time Using Rough Path Signatures |
scientific article; zbMATH DE number 7197556 |
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Numerical Method for Model-free Pricing of Exotic Derivatives in Discrete Time Using Rough Path Signatures (English)
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6 May 2020
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model-free pricing
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rough path theory
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financial derivatives
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