KANHedge: Efficient Hedging of High-Dimensional Options Using Kolmogorov-Arnold Network-Based BSDE Solver

By Rushikesh Handal, Masanori Hirano

Published 2026-01-16

Everscope rating

1510.8

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: KANHedge. Problem types: Option Pricing, Hedging, Risk Management, Optimization, High-Dimensional PDE Solving.

arXiv:2601.11097 · Paper rankings

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