works on
deep operator networks 1inverse learning 1numerical conditioning 1option pricing 1risk-neutral density 1transformer models 1

From the 1 of 2 linked papers with an AI index.

collaborators
Showing cs.LGShow all

1 paper · 1 filter

cs.LG2026

Inverse Learning of Latent Risk-Neutral Densities from Irregular Option Quotes

Lennon J. Shikhman, Michael Galarnyk, Aadi Dash +1

The paper investigates how to recover latent risk‑neutral probability densities from irregular option price data, comparing mixture models, DeepONet, and transformer approaches on…