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Search: subject:"signature methods"
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Option pricing theory
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Optionspreistheorie
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Option trading
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Signature methods
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affine and polynomial processes
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calibration of financial models
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Amerasian options
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Callable certificates
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Gazzani, Guido
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Gambara, Matteo
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Quantitative finance
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ECONIS (ZBW)
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Signature-based models in finance and robust risk measures
Gazzani, Guido
-
2023
Persistent link: https://www.econbiz.de/10015546444
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2
Joint calibration to SPX and VIX options with signature-based models
Cuchiero, Christa
;
Gazzani, Guido
;
Möller, Janka
; …
- In:
Mathematical finance : an international journal of …
35
(
2025
)
1
,
pp. 161-213
Persistent link: https://www.econbiz.de/10015359034
Saved in:
3
Machine-learning regression methods for American-style path-dependent contracts
Gambara, Matteo
;
Livieri, Giulia
;
Pallavicini, Andrea
- In:
Quantitative finance
25
(
2025
)
6
,
pp. 895-918
Persistent link: https://www.econbiz.de/10015534165
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