INTEGRATION OF PATHS, GEOMETRIC INVARIANTS AND A GENERALIZED BAKER-HAUSDORFF FORMULA

By Kuo-Tsai Ciren. 2016

164 citations recorded by the source corpus.

Subfields: Applied Mathematics, Geometry and Topology

View Paper: https://www.semanticscholar.org/paper/c911ef9cadb095f49c08814a42f586efd4b3f89f

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In Applied Mathematics

1. Christa Cuchiero

In Geometry and Topology

1. Christa Cuchiero

Citations in the corpus

• Joint calibration to SPX and VIX options with signature‐based models (2023, background): “In order to combine the value of the signature on different time intervals Chen’s identity going back to Chen (1957, 1977) turns out to be fundamental.”