Andrew Alden

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Model-Agnostic Pricing of Exotic Derivatives Using Signatures
Alden, A., Ventre, C., Horvath, B. & Lee, G., 1 Sept 2022, (Accepted/In press) Proceedings of the 3rd ACM International Conference on AI in Finance: ICAIF'22.
Research output: Chapter in Book/Report/Conference proceeding › Conference paper › peer-review

Research output