Preprint
Sep 2026
Finance-Informed Operator Learning for Option Pricing with Quantum-Compatible Realizations
Pricing European options under local volatility requires repeatedly solving a PDE whose coefficients change with recalibration, while practitioners need both prices and sensitivities across spot-time surfaces. Neural surrogates can amortize these solves, but near expiry the solution loses regularity, making curvature d...
Jia-Rui Feng, Bing-Yang Hu, Yu Jiang et al.
· 0 citations