Signature Methods in Finance
Editor
- Christian Bayer(Weierstrass Institute)Goncalo dos Reis(University of Edinburgh)Blanka Horvath(University of Oxford)Harald Oberhauser(University of Oxford)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Christian Bayer & Goncalo dos Reis & Blanka Horvath & Harald Oberhauser (ed.), 2026. "Signature Methods in Finance," Springer Finance, Springer, number 978-3-031-97239-3, October.
Handle: RePEc:spr:sprfln:978-3-031-97239-3
DOI: 10.1007/978-3-031-97239-3Download full text from publisher
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The following chapters of this book are listed in IDEAS- Ilya Chevyrev & Andrey Kormilitzin, 2026. "A Primer on the Signature Method in Machine Learning," Springer Finance, in: Christian Bayer & Goncalo dos Reis & Blanka Horvath & Harald Oberhauser (ed.), Signature Methods in Finance, pages 3-64, Springer.
- Jack Beda & Gonçalo dos Reis & Nikolas Tapia, 2026. "An Introduction to Tensors for Path Signatures," Springer Finance, in: Christian Bayer & Goncalo dos Reis & Blanka Horvath & Harald Oberhauser (ed.), Signature Methods in Finance, pages 65-83, Springer.
- Darrick Lee & Harald Oberhauser, 2026. "The Signature Kernel," Springer Finance, in: Christian Bayer & Goncalo dos Reis & Blanka Horvath & Harald Oberhauser (ed.), Signature Methods in Finance, pages 85-124, Springer.
- Blanka Horvath & Jonathan Plenk & Milena Vuletić, 2026. "Market Generators: A Paradigm Shift in Financial Modeling," Springer Finance, in: Christian Bayer & Goncalo dos Reis & Blanka Horvath & Harald Oberhauser (ed.), Signature Methods in Finance, pages 127-159, Springer.
- Andrew Alden & Blanka Horvath & Zacharia Issa, 2026. "Signature Maximum Mean Discrepancy Two-Sample Statistical Tests," Springer Finance, in: Christian Bayer & Goncalo dos Reis & Blanka Horvath & Harald Oberhauser (ed.), Signature Methods in Finance, pages 161-195, Springer.
- Bruno Dupire & Valentin Tissot-Daguette, 2026. "Signature and the Functional Taylor Expansion," Springer Finance, in: Christian Bayer & Goncalo dos Reis & Blanka Horvath & Harald Oberhauser (ed.), Signature Methods in Finance, pages 197-225, Springer.
- Christa Cuchiero & Guido Gazzani & Janka Möller & Sara Svaluto-Ferro, 2026. "Signature-Based Models in Finance," Springer Finance, in: Christian Bayer & Goncalo dos Reis & Blanka Horvath & Harald Oberhauser (ed.), Signature Methods in Finance, pages 227-264, Springer.
- Owen Futter & Magnus Wiese, 2026. "Signature Trading Strategies," Springer Finance, in: Christian Bayer & Goncalo dos Reis & Blanka Horvath & Harald Oberhauser (ed.), Signature Methods in Finance, pages 265-297, Springer.
- Christian Bayer & Paul P. Hager & Sebastian Riedel, 2026. "Optimal Stopping for Non-Markovian Asset Price Processes," Springer Finance, in: Christian Bayer & Goncalo dos Reis & Blanka Horvath & Harald Oberhauser (ed.), Signature Methods in Finance, pages 299-331, Springer.
- Chong Liu & Gudmund Pammer, 2026. "Adapted Topologies and Higher-Rank Signatures," Springer Finance, in: Christian Bayer & Goncalo dos Reis & Blanka Horvath & Harald Oberhauser (ed.), Signature Methods in Finance, pages 333-380, Springer.
- Peter K. Friz & Paul P. Hager & Nikolas Tapia, 2026. "On Expected Signatures and Signature Cumulants in Semimartingale Models," Springer Finance, in: Christian Bayer & Goncalo dos Reis & Blanka Horvath & Harald Oberhauser (ed.), Signature Methods in Finance, pages 381-424, Springer.
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