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This content will become publicly available on March 31, 2025

Title: Deep Signature Algorithm for Multidimensional Path-Dependent Options
Award ID(s):
2306769 2420029 2106556
PAR ID:
10506171
Author(s) / Creator(s):
; ;
Publisher / Repository:
SIAM
Date Published:
Journal Name:
SIAM Journal on Financial Mathematics
Volume:
15
Issue:
1
ISSN:
1945-497X
Page Range / eLocation ID:
194 to 214
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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