Finance-Informed Operator Learning for Option Pricing with Quantum-Compatible Realizations

DOI10.48550/arXiv.2609.33213MaRDI QIDQ7360686arXivFDO

Authors Jiarui Feng, Bingyang Hu, Changhong Mou, Yeyu Zhang, Jiang Yu

Publication date 27 September 2026

Published in arXiv

Tldr We propose finance-informed Deep Operator Networks (FI-DeepONet) for option pricing that combines Black-Scholes carrier and learned correction, enforcing no-arbitrage bounds using a smooth Financial Admissibility Layer. This approach achieves nearly an order of magnitude reduction in global relative price error versus vanilla and physics-informed baselines, with moderate OOD generalization on parameter-shift tests within the same local-volatility family.

Full work available at URL https://doi.org/10.48550/arXiv.2609.33213

arXiv classification

math.NA

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