Establishes existence, uniqueness, NFLVR, completeness via signature span density, and hedging-error decomposition for signature SDEs under summability and exponential-integrability conditions.
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On the Structural Foundations of Signature Volatility Models: Existence, Arbitrage, Completeness, and the Hedging-Error Decomposition
Establishes existence, uniqueness, NFLVR, completeness via signature span density, and hedging-error decomposition for signature SDEs under summability and exponential-integrability conditions.