2 papers
math.PR2026
The Right Wing of the SABR Smile with an Absorbing Boundary: Resolution of Conjectures of Henry-Labordère
Zeyu Cao, Shaosai Huang
We determine the leading logarithmic asymptotics of the fixed-maturity right tail of the SABR model with and absorption at zero, for every correlation . If…
cs.LG2026
SymPlex: A Structure-Aware Transformer for Symbolic PDE Solving
Yesom Park, Annie C. Lu, Shao-Ching Huang +3
We propose SymPlex, a reinforcement learning framework for discovering analytical symbolic solutions to partial differential equations (PDEs) without access to ground-truth express…