14 citations · 40 across the 19 of their papers we have counts for
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math.FA2024
Universal approximation on non-geometric rough paths and applications to financial derivatives pricing
Fabian A. Harang, Fred Espen Benth, Fride Straum
We present a novel perspective on the universal approximation theorem for rough path functionals, introducing a polynomial-based approximation class. We extend universal approximat…
math.CA2024★ 1 cited
On the signature of an image
Joscha Diehl, Kurusch Ebrahimi-Fard, Fabian Harang +1
Over the past decade, the importance of the 1D signature which can be seen as a functional defined along a path, has been pivotal in both path-wise stochastic calculus and the anal…