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Search: subject:"rough path theory"
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rough path theory
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Applied mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
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Sig-Wasserstein GANs for conditional time series generation
Liao, Shujian
;
Ni, Hao
;
Sabate-Vidales, Marc
;
Szpruch, …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
2
,
pp. 622-670
Persistent link: https://www.econbiz.de/10014514799
Saved in:
2
Neural stochastic differential equations for conditional time series generation using the Signature-Wasserstein-1 metric
Díaz Lozano, Pere
;
Lozano Bagén, Toni
;
Vives, Josep
- In:
The journal of computational finance : JFC
27
(
2023
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014486922
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3
Numerical method for model-free pricing of exotic derivatives in discrete time using rough path signatures
Lyons, Terry
;
Nejad, Sina
;
Arribas, Imanol Perez
- In:
Applied mathematical finance
26
(
2019
)
6
,
pp. 583-597
Persistent link: https://www.econbiz.de/10012210427
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