“Signature processes in mathematical finance, an introduction”
Venerdì 25 Febbraio 2022, ore 14:30 - Aula 2BC30 e Zoom - Sara Svaluto-Ferro (Università di Verona)
Abstract
We will provide an introduction to the signature of a continuous semimartingale. This in particular includes its definition, its main properties, and an overview of (some) of its uses in financial mathematics.
