arXiv Machine Learning August 4, 2026 By Helin Zhao, Junchi Shen

Conditional Deep Levy Models for Exotic Derivatives: History-Aware Path Generation and P-Q Payoff Diagnostics

Read the original on arXiv Machine Learning →

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.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

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