collaborators

7 papers

q-fin.CP2025

Law-Strength Frontiers and a No-Free-Lunch Result for Law-Seeking Reinforcement Learning on Volatility Law Manifolds

Jian'an Zhang

We study reinforcement learning (RL) on volatility surfaces through the lens of Scientific AI. We ask whether axiomatic no-arbitrage laws, imposed as soft penalties on a learned wo…

q-fin.CP2025

Proof-Carrying No-Arbitrage Surfaces: Constructive PCA-Smolyak Meets Chain-Consistent Diffusion with c-EMOT Certificates

Jian'an Zhang

We study the construction of SPX--VIX (multi\textendash product) option surfaces that are simultaneously free of static arbitrage and dynamically chain\textendash consistent across…

cs.LG2025

A Risk-Neutral Neural Operator for Arbitrage-Free SPX-VIX Term Structures

Jian'an Zhang

We propose ARBITER, a risk-neutral neural operator for learning joint SPX-VIX term structures under no-arbitrage constraints. ARBITER maps market states to an operator that outputs…

q-fin.RM2025

Tail-Safe Stochastic-Control SPX-VIX Hedging: A White-Box Bridge Between AI Sensitivities and Arbitrage-Free Market Dynamics

Jian'an Zhang

We present a white-box, risk-sensitive framework for jointly hedging SPX and VIX exposures under transaction costs and regime shifts. The approach couples an arbitrage-free market…

q-fin.TR2025

Risk-Sensitive Option Market Making with Arbitrage-Free eSSVI Surfaces: A Constrained RL and Stochastic Control Bridge

Jian'an Zhang

We formulate option market making as a constrained, risk-sensitive control problem that unifies execution, hedging, and arbitrage-free implied-volatility surfaces inside a single l…

cs.LG2025

Tail-Safe Hedging: Explainable Risk-Sensitive Reinforcement Learning with a White-Box CBF--QP Safety Layer in Arbitrage-Free Markets

Jian'an Zhang

We introduce Tail-Safe, a deployability-oriented framework for derivatives hedging that unifies distributional, risk-sensitive reinforcement learning with a white-box control-barri…