most citedEnhancing Financial Domain Adaptation of Language Models via Model Augmentation

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q-fin.CP2024

KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks

Rushikesh Handal, Kazuki Matoya, Yunzhuo Wang +1

Inspired by the recently proposed Kolmogorov-Arnold Networks (KANs), we introduce the KAN-based Option Pricing (KANOP) model to value American-style options, building on the conven…