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- Title: Signature Methods in Finance: An Introduction with Computational Applications
- Author(s) Christian Bayer, Goncalo dos Reis, Blanka Horvath, Harald Oberhauser
- Publisher: Springer (2025); eBook (Creative Commons Licensed)
- License(s): Creative Commons License (CC)
- Hardcover/Paperback: 440 pages
- eBook: PDF and ePub
- Language: English
- ISBN-10/ASIN: 3031972384
- ISBN-13: 978-3031972386
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This Open Access volume offers an accessible entry point into the fast-growing field of signature methods in finance. Signature methods provide a parsimonious description of paths of stochastic processes and, through the signature kernel, open a rich and compelling framework at the interface between machine learning and mathematical finance.
About the Authors- N/A
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