Signature Methods in Finance

Overview & Synopsis

This Open Access volume offers an accessible entry point into the fast-growing field of signature methods in finance. Signature methods provide a parsimonious description of paths of stochastic processes and, through the signature kernel, open a rich and compelling framework at the interface between machine learning and mathematical finance.

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Document Information

Document Title Signature Methods in Finance
Author / Organization Christian Bayer, Goncalo dos Reis, Blanka Horvath, Harald Oberhauser
Subject & Discipline Digital Finance, Financial Mathematics, Financial Engineering, etc., Machine Learning
Categories Digital Finance, Financial Mathematics, Financial Engineering, etc.
Publication Year 2025
ISBN 978-3031972386
License / Rights Creative Commons License (CC)
Resource Verification Access Restricted / Protected Host
Original Host Website FreeComputerBooks.com (freecomputerbooks.com)
File Format application/pdf (Portable Document Format)
Language ENGLISH
Catalog ID DOC-114155
Original Source Link Visit Source Page on freecomputerbooks.com »
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