collaborators

1 paper

q-fin.PR2026

STN-GPR: A Singularity Tensor Network Framework for Efficient Option Pricing

Dominic Gribben, Carolina Allende, Alba Villarino +5

We develop a tensor-network surrogate for option pricing, targeting large-scale portfolio revaluation problems arising in market risk management (e.g., VaR and Expected Shortfall c…