Generative Pricing of Basket Options via Signature-Conditioned Mixture Density Networks

By Hasib Uddin Molla, Antony Ware, Ilnaz Asadzadeh, Nelson Mesquita Fernandes

Published 2026-03-02

Everscope rating

1858.2

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Signature-Conditioned Mixture Density Network (MDN). Problem types: Density Estimation, Generative Modeling, Option Pricing, Risk Management, Regression.

arXiv:2511.09061 · Paper rankings

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