@article{deepsignaturealgorithmforpathdependent,
  title = {Deep Signature Algorithm for Multi-dimensional Path-Dependent Options},
  author = {Erhan Bayraktar and Qi Feng and Zhaoyu Zhang},
  year = {2022},
  eprint = {2211.11691},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2211.11691v3},
}