1 citations · 1 across the 4 of their papers we have counts for
1 paper · 2 filters
Erhan Bayraktar, Qi Feng, Zhaoyu Zhang
In this work, we study the deep signature algorithms for path-dependent options. We extend the backward scheme in [Huré-Pham-Warin. Mathematics of Computation 89, no. 324 (2020)] f…