Generative Pricing of Basket Options via Signature-Conditioned Mixture Density Networks - Hasib Uddin Molla, Antony Ware, Ilnaz Asadzadeh, Nelson Mesquita Fernandes

Generative Pricing of Basket Options via Signature-Conditioned Mixture Density Networks - Hasib Uddin Molla, Antony Ware, Ilnaz Asadzadeh, Nelson Mesquita Fernandes | Arena