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SigFormer: Signature Transformers for Deep Hedging

Tong, Anh; Ngyuen-Tang, Thanh; Lee, Dongeun; Tran, Toan M; Choi, Jaesik, 4th ACM International Conference on AI in Finance, pp.124 - 132, Association for Computing Machinery (ACM), 2023-11-28

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