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A path-dependent PDE solver based on signature kernels
| File | Description | Size | Format | |
|---|---|---|---|---|
 2403.11738v1.pdf | Preprint | 770.98 kB | Adobe PDF | View/Open |
| Title: | A path-dependent PDE solver based on signature kernels |
| Authors: | Pannier, A Salvi, C |
| Item Type: | Preprint |
| Issue Date: | 18-Mar-2024 |
| URI: | http://hdl.handle.net/10044/1/113317 |
| DOI: | 10.48550/arXiv.2403.11738 |
| Journal / Book Title: | arXiv |
| Copyright Statement: | Copyright © 2024 The Author(s). |
| Appears in Collections: | Financial Mathematics Mathematics |