2 papers
quant-ph2026
Closed Quantum Boltzmann Bridges: Coherent Revivals, Hidden Microstates, and the Emergence of Classical Two-Time Entropy Conditioning
Sina Kazemian, Ghazal Farhani, Younes Javanmard
The classical Boltzmann Bridge describes entropy histories conditioned on both an initial low-entropy macrostate and a later macrostate. Unlike the usual past-only formulation of t…
q-fin.CP2025
An uncertainty-aware physics-informed neural network solution for the Black-Scholes equation: a novel framework for option pricing
Sina Kazemian, Ghazal Farhani, Amirhessam Yazdi
We present an uncertainty-aware, physics-informed neural network (PINN) for option pricing that solves the Black--Scholes (BS) partial differential equation (PDE) as a mesh-free, g…