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Forum | QuantNet Community – About Us QuantNet is the world’s largest online resource and community for applicants and professionals in the field of financial engineering, quantitative finance …
arXiv.org e-Print archive – arXiv is an e-print service in the fields of physics, mathematics, computer science, quantitative biology, quantitative finance and statistics.
Describes the theory of rough paths, along with the definition of signatures, and shows how they might be applied to quantitative finance problems