Original language | English |
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Title of host publication | Proceedings of the 3rd ACM International Conference on AI in Finance: ICAIF'22 |
DOIs | |
Publication status | Published - 2022 |
Model-Agnostic Pricing of Exotic Derivatives Using Signatures
Andrew Alden, Carmine Ventre, Blanka Horvath, Gordon Lee
Research output: Chapter in Book/Report/Conference proceeding › Conference paper › peer-review
1
Citation
(Scopus)