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Sig-SDEs model for quantitative finance

Imanol Perez Arribas, Cristopher Salvi, Lukasz Szpruch. Sig-SDEs model for quantitative finance. In Tucker Balch, editor, ICAIF '20: The First ACM International Conference on AI in Finance, New York, NY, USA, October 15-16, 2020. ACM, 2020. [doi]

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