Signature-Based Models: Theory and Calibration (Q6048449)
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scientific article; zbMATH DE number 7737635
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Signature-Based Models: Theory and Calibration |
scientific article; zbMATH DE number 7737635 |
Statements
Signature-Based Models: Theory and Calibration (English)
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14 September 2023
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signature methods
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calibration of financial models
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Monte Carlo methods
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linear (infinite dimensional) systems
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polynomial processes
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