Showing 1 - 9 results of 9 for search 'Arribas, I', query time: 0.04s
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Numerical method for model-free pricing of exotic derivatives in discrete time using rough path signatures by Lyons, T, Nejad, S, Perez Arribas, I
Published 2020Journal article -
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Non-parametric pricing and hedging of exotic derivatives by Lyons, T, Nejad, S, Perez Arribas, I
Published 2021Journal article -
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Optimal execution with rough path signatures by Kalsi, J, Lyons, T, Perez Arribas, I
Published 2020Journal article -
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Double-execution strategies using path signatures by Cartea, Á, Pérez Arribas, I, Sánchez-Betancourt, L
Published 2022Journal article -
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A signature-based machine learning model for distinguishing bipolar disorder and borderline personality disorder by Arribas, I, Goodwin, G, Geddes, J, Lyons, T, Saunders, K
Published 2018Journal article -
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A data-driven market simulator for small data environments by Bühler, H, Horvath, B, Lyons, T, Perez Arribas, I, Wood, B
Published 2020Internet publication -
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Deep signature transforms by Bonnier, P, Kidger, P, Perez Arribas, I, Salvi, C, Lyons, T
Published 2019Conference item -
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