Optimal stopping via distribution regression: a higher rank signature approach
File(s)2304.01479v1.pdf (421.3 KB)
Preprint
Author(s)
Horvath, Blanka
Lemercier, Maud
Liu, Chong
Lyons, Terry
Salvi, Cristopher
Type
Preprint
Date Issued
2023-04-04
Citation
arXiv, 2023
Journal / Book Title
arXiv
Copyright Statement
Copyright © 2023 The Author(s).
Identifier
https://arxiv.org/abs/2304.01479v1