A High-Level Framework for Practically Model-Independent Pricing

By Marco Airoldi

Published 2025-12-02

Everscope rating

1871.9

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Smart Monte Carlo Reweighting with Conic Optimization. Problem types: Optimization, Risk Management, Pricing (exotic derivatives), Calibration, Model-independent bounds computation.

arXiv:2512.15718 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.