2 papers
q-fin.CP2026
A Geometry-Aware Residual Correction of Hagan's SABR Implied Volatility Formula
Adil Reghai, Lama Tarsissi, Gérard Biau +1
This paper proposes a hybrid methodology to improve the approximation of SABR (Stochastic Alpha Beta Rho) implied volatility by combining analytical structure with machine learning…
cond-mat.supr-con2025
Higher order Jacobi method for solving system of linear equations
Nithin Kumar Goona, Lama Tarsissi
This work proposes a higher-order iterative framework for solving matrix equations, inspired by the structure and functionality of neural networks. A modification of the classical…