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A path-dependent PDE solver based on signature kernels
File(s)
Author(s)
Pannier, Alexandre
Salvi, Cristopher
Type
Preprint
Date Issued
2024-03-18
Citation
arXiv, 2024
URI
URL
DOI
Journal / Book Title
arXiv
Copyright Statement
Copyright © 2024 The Author(s).
Identifier
https://arxiv.org/abs/2403.11738