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Primal and dual optimal stopping with signatures

Publication: Primal and dual optimal stopping with signatures. Published Dec 6, 2023.

Research & Papers
arxiv.orgPublished Dec 6, 2023
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Overview

Publication: Primal and dual optimal stopping with signatures. Published Dec 6, 2023.

Publication information

Publication title
Primal and dual optimal stopping with signatures
Authors
Christian Bayer, Luca Pelizzari, John Schoenmakers
Published
Dec 6, 2023
Last publication revision
Feb 7, 2025
Subject areas
q-fin.MF, math.PR
Publication source
arxiv.org · abs/2312.03444v2 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2312.03444 ↗

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
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Language
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Code license
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