ErhanBayraktar Department of Mathematics, University of Michigan, Ann Arbor, MI 48109 USA. ORCID
QiFeng Department of Mathematics, Florida State University, Tallahassee, FL 32306 USA. ORCID
ZhaoyuZhang Department of Mathematics, University of California, Los Angeles, Los Angeles, CA 90095 USA.
Cite
Bayraktar, Erhan, et al. “Deep Signature Algorithm for Multidimensional Path-Dependent Options”. SIAM Journal on Financial Mathematics, vol. 15, no. 1, 2024, pp. 194-1, https://doi.org/10.1137/23m1571563.
Bayraktar, E., Feng, Q., & Zhang, Z. (2024). Deep Signature Algorithm for Multidimensional Path-Dependent Options. SIAM Journal on Financial Mathematics, 15(1), 194-214. https://doi.org/10.1137/23m1571563
Bayraktar, Erhan, Qi Feng, and Zhaoyu Zhang. “Deep Signature Algorithm for Multidimensional Path-Dependent Options”. SIAM Journal on Financial Mathematics 15, no. 1 (2024): 194-214. https://doi.org/10.1137/23m1571563.
Bayraktar E, Feng Q, Zhang Z. Deep Signature Algorithm for Multidimensional Path-Dependent Options. SIAM Journal on Financial Mathematics. 2024;15(1):194-21.