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20222026
most citedA Method to Judge the Style of Classical Poetry Based on Pre-trained Model

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q-fin.MF2025

The Three-Dimensional Decomposition of Volatility Memory

Ziyao Wang, A. Alexandre Trindade, Svetlozar T. Rachev

This paper develops a three-dimensional decomposition of volatility memory into orthogonal components of level, shape, and tempo. The framework unifies regime-switching, fractional…

q-fin.MF2025

Lévy-Driven Option Pricing without a Riskless Asset

Ziyao Wang

We extend the Lindquist-Rachev (LR) option-pricing framework--which values derivatives in markets lacking a traded risk-free bond--by introducing common Levy jump dynamics across t…