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q-fin.CP2026
Arbitrage-Free Multi-Maturity Risk-Neutral Marginals
Hao Qin, Ruozhong Yang, Charlie Che +1
Many quantitative finance methods and applications are formulated in terms of option-implied risk-neutral marginals rather than directly in terms of option prices. Representative e…
math.NA2026
Nonlinear parametrization solver for fractional Burgers equations
Haojun Qin, Zhiwei Gao, Jinye Shen +1
Fractional Burgers equations pose substantial challenges for classical numerical methods due to the combined effects of nonlocality and shock-forming nonlinear dynamics. In particu…