2 papers
q-fin.PM2026
Stochastic Volatility, Jumps, and Rates: A Unified Framework for Option Pricing and Term-Structure Simulation
Nunik Srikandi Putri, Ajay Kumar Verma, Neo Paul Lesupi
This study develops an integrated stochastic modeling framework for pricing short and medium-maturity equity options and assessing interest-rate risk using the Heston (1993), Bates…
q-fin.PM2026
Regime-Based Portfolio Allocation Using Hidden Markov Models and Reinforcement Learning
Ajay Kumar Verma, Nunik Srikandi Putri, Neo Paul Lesupi
This study develops a regime-aware portfolio allocation framework that integrates Markov switching models with Reinforcement Learning (RL) to dynamically allocate across equities (…