Model-Agnostic Pricing of Exotic Derivatives Using Signatures. - Andrew Alden; Carmine Ventre; Blanka Horvath; Gordon Lee (ICAIF, 2022)

Scalable Signature-Based Distribution Regression via Reference Sets. - Andrew Alden; Carmine Ventre; Blanka Horvath (CoRR, 2024)

Signature Maximum Mean Discrepancy Two-Sample Statistical Tests. - Andrew Alden; Blanka Horvath; Zacharia Issa (CoRR, 2025)