Martingale expansion for stochastic volatility

By Masaaki Fukasawa

Published 2026-02-05

Everscope rating

1560.8

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Martingale Expansion Framework. Problem types: Density Estimation, Risk Management, Option Pricing, Asymptotic Analysis.

arXiv:2601.09324 · Paper rankings

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