arXiv:2608. 12587v1 Announce Type: cross Abstract: This article presents with DYSANOS the first generative market model for smooth SANOS option surfaces for all strikes and expiries which are free of static arbitrage.
arXiv:2605. 12764v3 Announce Type: replace-cross Abstract: This paper introduces a physics-informed generative framework that resolves the fundamental conflict between the statistical flexibility of deep learning and the rigorous theoretical constraints of fixed-income modeling.
arXiv:2509. 13374v2 Announce Type: replace-cross Abstract: We develop and audit a history-aware financial path generator based on Denoising Levy Probabilistic Models (DLPMs) for conditional equity-index path generation.
arXiv:2606. 16961v1 Announce Type: new Abstract: We present a convolutional variational autoencoder for cryptocurrency implied-volatility surfaces, together with a deployable predictor that combines it with a quadratic smile re-fit through a deterministic per-tenor routing rule.
arXiv:2606. 17065v1 Announce Type: cross Abstract: Modern option-learning systems operate in two coordinates: price space, where markets quote and no-arbitrage constraints are most naturally enforced, and implied volatility (IV) space, where volatility surfaces are smoothed, regularized, and evaluated.
arXiv:2607. 27188v1 Announce Type: new Abstract: Accurate option prices do not imply accurate recovery of the latent risk-neutral density.
arXiv:2601. 20226v2 Announce Type: replace Abstract: We propose two methodologies for modelling aggregated supply and demand curves in the EPEX SPOT Day\char45 Ahead market, emphasizing generative models as a way to recover distributional variability.
Accurate option prices do not imply accurate recovery of the latent risk-neutral density. We study this distinction with two complementary benchmarks.
arXiv:2608. 03142v1 Announce Type: cross Abstract: We study contextual dynamic pricing with arbitrary covariate sequences and bounded, possibly nonbinary purchase quantities.
arXiv:2606. 27032v1 Announce Type: cross Abstract: Energy trading decisions depend not only on current market prices, but also on expected future market conditions, and operational constraints.
arXiv:2608. 02778v1 Announce Type: new Abstract: We present a novel application of Neural Networks with Local Converging Inputs (NNLCI) to improve the efficiency of existing numerical methods for pricing multi-asset options.
arXiv:2509. 18085v4 Announce Type: replace-cross Abstract: Diffusion LLMs (dLLMs) have recently emerged as a powerful alternative to autoregressive LLMs (AR-LLMs) with the potential to operate at significantly higher token-generation rates.
arXiv:2607. 25199v1 Announce Type: cross Abstract: Automated code generation is becoming an important tool in quantitative finance, where large language models can generate option pricing implementations directly from mathematical model specifications.