This content will become publicly available on March 31, 2025
Deep Signature Algorithm for Multidimensional Path-Dependent Options
- PAR ID:
- 10506171
- 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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