2 papers
q-fin.MF2026
Risk-Neutral Generative Networks
Zhonghao Xian, Xing Yan, Cheuk Hang Leung +1
We present a generative approach to price options and extract risk-neutral densities from the market. Specifically, we model the underlying log-returns on the time-to-maturity cont…
cs.LG2025
Generative Learning of Heterogeneous Tail Dependence
Xiangqian Sun, Xing Yan, Qi Wu
We propose a multivariate generative model to capture the complex dependence structure often encountered in business and financial data. Our model features heterogeneous and asymme…