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A path-dependent PDE solver based on signature kernels

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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