From the 1 of 3 linked papers with an AI index.
3 papers
q-fin.PR2026
(Early) AI Compute Asset Pricing
Federico M. Bandi, Yinan Su
The paper proposes an early asset‑pricing framework for AI compute power, examining how compute futures can be priced despite its non‑storable nature and presenting preliminary evi…
q-fin.MF2026
Ultra-short-term volatility surfaces
Federico M. Bandi, Nicola Fusari, Guido Gazzani +1
Options with maturities below one week, hereafter "ultra-short-term" options, have seen a sharp increase in trading activity in recent years. Yet, these instruments are difficult t…
q-fin.MF2025
Local signature-based expansions
Federico M. Bandi, Roberto Renò, Sara Svaluto-Ferro
We study the local (in time) expansion of a continuous-time process and its conditional moments, including the process' characteristic function. The expansions are conducted by usi…