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q-fin.MF2026
Feeling the generalised rough SABR boundary
Masaaki Fukasawa, Antoine Jacquier, Mugad Oumgari
We provide an in-depth analysis of a generalised rough version of the SABR volatility model, widely used in the financial industry. We specifically focus on its behaviour at the or…
quant-ph2026
Quantitative Universal Approximation for Noisy Quantum Neural Networks
Lukas Gonon, Antoine Jacquier, Marcel Mordarski
We provide here a universal approximation theorem with precise quantitative error bounds for noisy quantum neural networks. We focus on applications to Quantitative Finance, where…