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

arXiv:2607.27188 · cs.LG, q-fin.CP, q-fin.PR, q-fin.ST · Submitted 2026-07-29 · Read on arXiv

cs.LG, q-fin.CP, q-fin.PR, q-fin.ST

Submitted: 2026-07-29

Updated: 2026-10-12

Terminology

• Benchmark — 4× in this paper · explained in 2 episodes
• DeepONet — 2× in this paper · explained in 2 episodes
• Adaptation — 1× in this paper · explained in 1 episode
• Transformer — 1× in this paper · explained in 2 episodes

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