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]
@inproceedings{ArribasSS20, title = {Sig-SDEs model for quantitative finance}, author = {Imanol Perez Arribas and Cristopher Salvi and Lukasz Szpruch}, year = {2020}, doi = {10.1145/3383455.3422553}, url = {https://doi.org/10.1145/3383455.3422553}, researchr = {https://researchr.org/publication/ArribasSS20}, cites = {0}, citedby = {0}, booktitle = {ICAIF '20: The First ACM International Conference on AI in Finance, New York, NY, USA, October 15-16, 2020}, editor = {Tucker Balch}, publisher = {ACM}, isbn = {978-1-4503-7584-9}, }