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math.NA2026
Symbol-based residual certification of reduced and neural surrogates for tempered-fractional CGMY pricing
Davood Damircheli
We certify reduced and neural approximations of European-put price trajectories under the Carr--Geman--Madan--Yor model by residual bounds for the spline Galerkin discretisation of…
math.NA2026
A B-Spline Galerkin Method for Option Pricing under the CGMY Tempered Stable Process
Davood Damircheli
We develop and analyze a B-spline scaling-function Galerkin method for the tempered fractional partial differential equation governing European and American option prices under the…