2 papers
q-fin.MF2026
From Volatility to Variance: A Skew-Enhanced SABR Model and Its Empirical Study in the Chinese Financial Options Market
Wenxuan Zhang, Zhouchi Lin, Benzhuo Lu
Accurately characterizing the implied volatility curves is a central challenge in option pricing and risk management. The classical SABR model by Hagan et al. has been widely adopt…
cs.CL2025
Golden Touchstone: A Comprehensive Bilingual Benchmark for Evaluating Financial Large Language Models
Xiaojun Wu, Junxi Liu, Huanyi Su +10
As large language models (LLMs) increasingly permeate the financial sector, there is a pressing need for a standardized method to comprehensively assess their performance. Existing…