Saved in:
| Main Author: | Saucedo, Joel |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2507.12501 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Notes on Correlation Stress Tests
by: Chmielowski, Piotr
Published: (2025)
by: Chmielowski, Piotr
Published: (2025)
On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving Dynamic Asset Pricing Models
by: Ghysels, Eric, et al.
Published: (2024)
by: Ghysels, Eric, et al.
Published: (2024)
Quantum Architecture Search for Quantum Monte Carlo Integration via Conditional Parameterized Circuits with Application to Finance
by: Wolf, Mark-Oliver, et al.
Published: (2023)
by: Wolf, Mark-Oliver, et al.
Published: (2023)
Pricing of European Calls with the Quantum Fourier Transform
by: Ewen, Tom
Published: (2024)
by: Ewen, Tom
Published: (2024)
Quantum Amplitude Loading for Rainbow Options Pricing
by: Cibrario, Francesca, et al.
Published: (2024)
by: Cibrario, Francesca, et al.
Published: (2024)
A Hamiltonian Approach to Barrier Option Pricing Under Vasicek Model
by: Guo, Chao, et al.
Published: (2023)
by: Guo, Chao, et al.
Published: (2023)
Fast Derivative Valuation from Volatility Surfaces using Machine Learning
by: Ding, Lijie, et al.
Published: (2025)
by: Ding, Lijie, et al.
Published: (2025)
Autocallable Options Pricing with Integration-Based Exponential Amplitude Loading
by: Cibrario, Francesca, et al.
Published: (2025)
by: Cibrario, Francesca, et al.
Published: (2025)
Efficient Hamiltonian Simulation for Solving Option Price Dynamics
by: Gonzalez-Conde, Javier, et al.
Published: (2021)
by: Gonzalez-Conde, Javier, et al.
Published: (2021)
Keeping Up with the Correlations: Stochastic Spot/Volatility Correlation and Exotic Pricing
by: Higgins, Mark
Published: (2026)
by: Higgins, Mark
Published: (2026)
Asymptotics for Short Maturity Asian Options in Jump-Diffusion models with Local Volatility
by: Pirjol, Dan, et al.
Published: (2023)
by: Pirjol, Dan, et al.
Published: (2023)
Robust Pricing of Equity-Indexed Annuities under Uncertain Volatility and Stochastic Interest Rate
by: Goudenège, Ludovic, et al.
Published: (2025)
by: Goudenège, Ludovic, et al.
Published: (2025)
An Efficient Calibration Framework for Volatility Derivatives under Rough Volatility with Jumps
by: Wu, Keyuan, et al.
Published: (2025)
by: Wu, Keyuan, et al.
Published: (2025)
Option Pricing with Time-Varying Volatility Risk Aversion
by: Hansen, Peter Reinhard, et al.
Published: (2022)
by: Hansen, Peter Reinhard, et al.
Published: (2022)
HJM Local Volatility Model
by: Belyaev, V. M.
Published: (2023)
by: Belyaev, V. M.
Published: (2023)
Volatility Shocks and Currency Returns
by: Babiak, Mykola, et al.
Published: (2021)
by: Babiak, Mykola, et al.
Published: (2021)
Understanding Short-Term Implied Volatility Dynamics: A Model-Independent Approach Beyond Stochastic Volatility
by: Cheng, Liexin, et al.
Published: (2024)
by: Cheng, Liexin, et al.
Published: (2024)
Faster Monotone Implied Volatility Solver
by: Floc'h, Fabien Le
Published: (2026)
by: Floc'h, Fabien Le
Published: (2026)
Small Volatility Approximation and Multi-Factor HJM Models
by: Belyaev, V. M.
Published: (2025)
by: Belyaev, V. M.
Published: (2025)
Explicit Rational Formulae for Bachelier (Normal) Implied Volatility
by: Floc'h, Fabien Le
Published: (2026)
by: Floc'h, Fabien Le
Published: (2026)
Multi-asset and generalised Local Volatility. An efficient implementation
by: Deloire, Olivier, et al.
Published: (2024)
by: Deloire, Olivier, et al.
Published: (2024)
Quantum Walks-Based Adaptive Distribution Generation with Efficient CUDA-Q Acceleration
by: Chang, Yen-Jui, et al.
Published: (2025)
by: Chang, Yen-Jui, et al.
Published: (2025)
Multiplicative Langevin Process for Volatilities Produces Observed Q-Variance Regularities
by: Press, William H., et al.
Published: (2026)
by: Press, William H., et al.
Published: (2026)
Stochastic Volatility Model with Sticky Drawdown and Drawup Processes: A Deep Learning Approach
by: Liu, Yuhao, et al.
Published: (2025)
by: Liu, Yuhao, et al.
Published: (2025)
Stochastic Policy Gradient Methods in the Uncertain Volatility Model
by: Abbas-Turki, Lokman A, et al.
Published: (2026)
by: Abbas-Turki, Lokman A, et al.
Published: (2026)
Extrema, Barrier Options, and Semi-Analytic Leverage Corrections in Stochastic-Clock Volatility Models
by: Guillaume, Tristan
Published: (2026)
by: Guillaume, Tristan
Published: (2026)
Option Pricing under Stochastic Volatility and Jumps:A PIDE Framework with Empirical Evidence
by: Mensah, Abigail Anokyewaa, et al.
Published: (2026)
by: Mensah, Abigail Anokyewaa, et al.
Published: (2026)
Volatility Depends on Market Trades and Macro Theory
by: Olkhov, Victor
Published: (2020)
by: Olkhov, Victor
Published: (2020)
Volatility models in practice: Rough, Path-dependent or Markovian?
by: Jaber, Eduardo Abi, et al.
Published: (2024)
by: Jaber, Eduardo Abi, et al.
Published: (2024)
The Carbon Premium: Correlation or Causation? Evidence from S&P 500 Companies
by: Sankar, Namasi G., et al.
Published: (2024)
by: Sankar, Namasi G., et al.
Published: (2024)
STN-GPR: A Singularity Tensor Network Framework for Efficient Option Pricing
by: Gribben, Dominic, et al.
Published: (2026)
by: Gribben, Dominic, et al.
Published: (2026)
Quantum-Inspired Tensor Neural Networks for Option Pricing
by: Patel, Raj G., et al.
Published: (2022)
by: Patel, Raj G., et al.
Published: (2022)
Foreign Signal Radar
by: Jiao, Wei
Published: (2025)
by: Jiao, Wei
Published: (2025)
VIX options in the SABR model
by: Pirjol, Dan, et al.
Published: (2025)
by: Pirjol, Dan, et al.
Published: (2025)
A Co-evolutionary Approach for Heston Calibration
by: Gutierrez, Julian
Published: (2025)
by: Gutierrez, Julian
Published: (2025)
Counterexamples for FX Options Interpolations -- Part II
by: Healy, Jherek
Published: (2025)
by: Healy, Jherek
Published: (2025)
Option-Implied Zero-Coupon Yields: Unifying Bond and Equity Markets
by: Lee, Ting-Jung, et al.
Published: (2025)
by: Lee, Ting-Jung, et al.
Published: (2025)
GIFfluence: A Visual Approach to Investor Sentiment and the Stock Market
by: Gu, Ming, et al.
Published: (2025)
by: Gu, Ming, et al.
Published: (2025)
Asset Pricing in the Presence of Market Microstructure Noise
by: Yegon, Peter, et al.
Published: (2025)
by: Yegon, Peter, et al.
Published: (2025)
Asset Pricing Model in Markets of Imperfect Information and Subjective Views
by: Lalioui, Hafid, et al.
Published: (2025)
by: Lalioui, Hafid, et al.
Published: (2025)
Similar Items
-
Notes on Correlation Stress Tests
by: Chmielowski, Piotr
Published: (2025) -
On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving Dynamic Asset Pricing Models
by: Ghysels, Eric, et al.
Published: (2024) -
Quantum Architecture Search for Quantum Monte Carlo Integration via Conditional Parameterized Circuits with Application to Finance
by: Wolf, Mark-Oliver, et al.
Published: (2023) -
Pricing of European Calls with the Quantum Fourier Transform
by: Ewen, Tom
Published: (2024) -
Quantum Amplitude Loading for Rainbow Options Pricing
by: Cibrario, Francesca, et al.
Published: (2024)