Finance-Informed Operator Learning for Option Pricing with Quantum-Compatible Realizations (Q7360686)
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| English | Finance-Informed Operator Learning for Option Pricing with Quantum-Compatible Realizations |
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Finance-Informed Operator Learning for Option Pricing with Quantum-Compatible Realizations (English)
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27 September 2026
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math.NA
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Jiarui Feng
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Bingyang Hu
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Jiang Yu
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Changhong Mou
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Yeyu Zhang
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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.
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Finance-Informed
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Operator Learning
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Option Pricing
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Quantum-Compatible
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