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…
stat.AP2025
Parsimonious Generative Machine Learning for Non-Gaussian Tail Modeling
Xing Yan, Yue Zhao, Qi Wu +1
The presence of non-Gaussian tails is a prevalent characteristic in many financial modeling scenarios, necessitating the use of complex non-Gaussian distributions such as the gener…