Finance-Informed Operator Learning for Option Pricing with Quantum-Compatible Realizations (Q7360686)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

No description defined
Language Label Description Also known as
default for all languages
No label defined
    English
    Finance-Informed Operator Learning for Option Pricing with Quantum-Compatible Realizations
    No description defined

      Statements

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

      Identifiers

      0 references